We are partnering with a prestigious double-digit AUM Multi-Strat Hedge Fund that invests across asset classes and strategies worldwide. The firm has over a quarter of a century of investing experience, and is particularly interested in supporting their current growth with the addition of an Experienced Global Macro Quantitative Researcher.
The successful candidate will be responsible for implementation and maintenance of sophisticated quantitative models, participation in the entire research and development lifecycles and collaboration with senior researchers and traders to optimise strategies.
Opportunities for progression are unparalleled given your exposure to the Investment team, as well as potential relocation overseas.
Candidate requirements:
- Applicants must have a strong track record delivering successful systematic quantitative strategies.
- Candidates must have a strong academic record from top tier institutions.
- 4-5 years of minimum work experience in mid-frequency systematic global macro alpha research, preferably in a hedge fund or proprietary trading firm.
- Strong communication and interpersonal skills, with the ability to articulate complex concepts to senior PMs on the team.
- Basic understanding of fixed income markets and financial instruments.
- Strong proficiency in Python programming and data manipulation libraries and experience dealing with large high frequency cross market dataset (e.g., Pandas, NumPy, SciPy) is essential.
- Familiarity with C#/C++ is a plus, but not required.
Additional information:
- The firm offers industry leading performance bonuses, as well as large incremental year-on-year comp increases.
- Open to relocating relevant candidates to New York.