Company Overview:
We are working with a leading macro-focused hedge fund with over $5 billion in assets under management (AUM). Historically, they have focused on discretionary macro strategies but in the past 2-3 years, they have successfully onboarded systematic pods, achieving impressive results. They pride themselves on being a meritocratic and collaborative environment and have invested heavily in systematic technology.
Position Overview:
We are seeking a Quantitative Researcher to spearhead alpha research. The ideal candidate will have a strong background any of macro relative value (RV) strategies, trend-following strategies, or wider futures based strategies. There is potential to move into a risk taking seat in the short- mid term. Additionally, you will be learning from a systematic PM with a successful track record spanning over 10 years across multiple tier 1 macro funds. This PM has successfully taken multiple individuals from junior research level to now being successful standalone PMs.
Key Responsibilities:
- Develop, test, and implement quantitative models for macroeconomic and relative value strategies.
- Contribute to the design and enhancement of systematic investment strategies, with a focus on diversification and long-term growth.
- Conduct rigorous research and data analysis to identify new opportunities and risks within the macro and credit spaces.
- Collaborate closely with other researchers, portfolio managers, and traders to integrate quantitative models into live portfolios.
- Utilise a deep understanding of macroeconomic trends, RV, and trend-following strategies to drive innovative solutions.
- Contribute to the continued expansion of our diversified systematic pods by introducing novel approaches and alternative strategies.
- Maintain and optimise models, ensuring their efficiency and robustness in diverse market conditions.
- Participate in a meritocratic and collaborative environment, fostering knowledge-sharing and continuous improvement.
Desired Qualifications:
- 2+ years of experience in quantitative research, with a focus on macroeconomic, RV, and trend-following strategies.
- Strong background in macroeconomic analysis, systematic trading, and model development.
- Expertise in data science, machine learning, and statistical analysis applied to macroeconomic strategies.
- Proficiency in programming languages such as Python, R, or MATLAB and experience with quantitative research tools.
- Strong ability to think critically and innovatively, with a demonstrated capacity to identify and capitalise on market inefficiencies.
- Excellent communication skills and the ability to collaborate effectively within a team environment.
- A track record of delivering impactful results and adding value to investment strategies.
