Macro Quantitative Researcher/Trader

Macro Quantitative Researcher/Trader

A Tier 1 Hedge Fund is currently looking for a Systematic Quant Researcher to support a senior Macro PM. Product coverage is mainly rates, futures, RV. This is a chance to be part of a pod-like team structure. The role will have a few components: Alpha generation, statistical market research, and blue-sky idea generation.

The team are looking for a candidate with 4+ years of experience supporting a PM or working in a fund structure. There is a clear pathway to a Sub-PM seat in this team.

Responsibilities:

• Macro Market Data Analytics
• High Quality predictive signals
• Research (Rates Market Research, Back-testing strategies, Systematic Signal generation, ML tool builders, Idea generation)

Requirements:

• Advanced degree (MSc/PhD) in either Statistics or Mathematics
• Strong product knowledge of Rates or FX is preferred, candidates from Credit and Equities will be considered
• Strong Object-oriented programming skills in expertise-level code base. Python, R, MATLAB and/or C++, C#
• Strong Communication Skills and proven ability to understand requirements of traders and quickly generate solutions