Quantitative Researcher, Short-Term Macro
Job Description: Quantitative Researcher as part of a thriving, dynamic, collaborative, multiple-award-winning team based in London, with a focus on systematic, short-term macro strategies in futures and currency markets.
Location: London
Principal Responsibilities:
1. Idea generation based on 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 the trading group in a transparent environment, engaging with all areas of 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 of the scripting languages (Python, Matlab, R), preferably in Python.
2. Master degree or equivalent in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field.
3. PhD research experience/publication in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field, is a plus.
4. Demonstrate abstract reasoning mindset and independent problem-solving skills.
5. Excellent communication skills.
Preferred Experience:
1. 2+ years of experience working in a quantitative research position.
2. Innovation in signal research and development.
3. Successful experiences in exploring and working with large and diverse data sets.
Highly Valued Relevant Experience:
1. Experience in exploring, researching, and deploying trading signals from various sources of alternative data spanning major asset classes.
2. Experience in quantitative finance, econometrics, asset pricing, or macro sub-fields.
3. Macro markets (Equity indices, Currencies, Commodities, Fixed Income) experience is a plus.
Target Start Date: As soon as possible.
#J-18808-Ljbffr