Macro Quant Researcher

Direct message the job poster from Selby Jennings

Global Sales Operations Manager at Phaidon International

A pod at a leading +$5Bn hedge fund in London is looking for a Quantitative Analyst/ Researcher to join their team. The team runs discretionary macro strategies on Emerging Markets, across credit, rates and FX.

The hire would be supporting the pod's systematic build-out, working closely with a well-established discretionary PM.

The hedge fund prides itself on its high-quality data, robust infrastructure, and collaborative environment, all ensuring opportunities for learning and for strategies can be developed and begin running quickly.

This role has the potential to grow to involve managing risk.

Responsibilities

• Building out systematic systems across EM credit, rates and FX.
• Enhancing existing fundamental models and building systematic models.
• Leading analytical research, identifying trade opportunities for the PM.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
• Demonstrated experience developing and maintaining complex models.
• Demonstrated experience in EM Macro quantitative analytics.
• Strong coding skills in at least one of the following programming languages: Python, R, Matlab and/or C++, C#.
• 3+ years' experience in quantitative finance.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Funds and Trusts