Quantitative Researcher, Short-Term Macro

Job Title: Quantitative Researcher, Short-Term Macro

Location: London

Job Description: Join a thriving, dynamic, collaborative, multiple-award-winning team based in London, focusing on systematic, short-term macro strategies in futures and currency markets.

Principal Responsibilities:

1. Generate ideas based on a thorough understanding of academic literature and financial market insights.
2. Research and develop short/medium-term systematic trading signals in futures/FX markets.
3. Collaborate with the PM and trading group in a transparent environment, engaging in model design, portfolio construction, risk management, and market access.
4. Develop and enhance the team’s proprietary research platform.
5. Stay current on state-of-the-art technologies and tools, including technical libraries, computing environments, alternative datasets, and academic research.

Preferred Technical Skills:

1. Highly skilled in at least one scripting language (Python, Matlab, R), preferably Python.
2. Master's degree or equivalent in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or a related STEM field.
3. PhD research experience/publication in relevant fields is a plus.
4. Demonstrate abstract reasoning and independent problem-solving skills.
5. Excellent communication skills.

Preferred Experience:

1. 2+ years of experience in a quantitative research position.
2. Innovation in signal research and development.
3. Experience working with large and diverse datasets.

Highly Valued Relevant Experience:

1. Experience in exploring, researching, and deploying trading signals from alternative data sources across major asset classes.
2. Experience in quantitative finance, econometrics, asset pricing, or macro sub-fields.
3. Experience in macro markets (Equity indices, Currencies, Commodities, Fixed Income) is a plus.

Target Start Date: As soon as possible.

Please direct all resume submissions to QuantTalentEUR@mlp.com and reference REQ-11707 in the subject.