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: Idea generation based on thorough understanding of academic literature and financial market insights. Research and develop short/medium-term systematic trading signals in futures/FX markets. 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. Develop and enhance the team’s proprietary research platform. Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, alternative datasets, and academic research. Preferred Technical Skills: Highly skilled in at least one of the scripting languages (Python, Matlab, R), preferably in Python. Master degree or equivalent in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field. PhD research experience/publication in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field, is a plus. Demonstrate abstract reasoning mindset and independent problem-solving skills. Excellent communication skills. Preferred Experience: 2+ years of experience working in a quantitative research position. Innovation in signal research and development. Successful experiences in exploring and working with large and diverse data sets. Highly Valued Relevant Experience: Experience in exploring, researching, and deploying trading signals from various sources of alternative data spanning major asset classes. Experience in quantitative finance, econometrics, asset pricing, or macro sub-fields. Macro markets (Equity indices, Currencies, Commodities, Fixed Income) experience is a plus. Target Start Date:
As soon as possible.
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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: Idea generation based on thorough understanding of academic literature and financial market insights. Research and develop short/medium-term systematic trading signals in futures/FX markets. 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. Develop and enhance the team’s proprietary research platform. Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, alternative datasets, and academic research. Preferred Technical Skills: Highly skilled in at least one of the scripting languages (Python, Matlab, R), preferably in Python. Master degree or equivalent in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field. PhD research experience/publication in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field, is a plus. Demonstrate abstract reasoning mindset and independent problem-solving skills. Excellent communication skills. Preferred Experience: 2+ years of experience working in a quantitative research position. Innovation in signal research and development. Successful experiences in exploring and working with large and diverse data sets. Highly Valued Relevant Experience: Experience in exploring, researching, and deploying trading signals from various sources of alternative data spanning major asset classes. Experience in quantitative finance, econometrics, asset pricing, or macro sub-fields. Macro markets (Equity indices, Currencies, Commodities, Fixed Income) experience is a plus. Target Start Date:
As soon as possible.
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