Senior Quantitative Researcher - CTA/Trend following- London Boutique Hedge Fund
Our client is a hedge fund specializing in CTA strategies, with a strong focus on expanding and refining its research team to support the growth of its investment strategies. They are seeking an experienced Quantitative Researcher to contribute to the development of medium-frequency, systematic strategies, and oversee capital allocation processes. This role presents an opportunity to drive the firm’s research initiatives, manage teams, and collaborate across departments to innovate and optimize trading models. Role Responsibilities: Develop and enhance medium-frequency systematic global macro and CTA strategies. Lead the migration to a systematic capital allocation approach across strategies. Conduct quantitative research to discover new alpha-generating opportunities. Work closely with the Research and Development team to improve models and strategy performance. Contribute to performance assessments and strategy reviews. Monitor and evaluate the performance of strategies across various asset classes and markets. Role Requirements: Strong background in global macro research and systematic trading strategies, particularly in medium-frequency trading. Proven experience leading teams of researchers and driving projects from inception to implementation. Expertise in developing alpha and CTA strategies. Proficiency in programming languages such as Python, R, or C++. Strong statistical and data analysis skills. Excellent communication and collaboration abilities. Capable of thriving in a fast-paced, dynamic environment. Self-motivated with a focus on continuous innovation and improvement. To Apply: Please submit your CV to quantresearch@octaviusfinance.com Seniority level
Mid-Senior level Employment type
Full-time Job function
Research, Finance, and Other Industries
Investment Management, Financial Services, and Investment Banking
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Our client is a hedge fund specializing in CTA strategies, with a strong focus on expanding and refining its research team to support the growth of its investment strategies. They are seeking an experienced Quantitative Researcher to contribute to the development of medium-frequency, systematic strategies, and oversee capital allocation processes. This role presents an opportunity to drive the firm’s research initiatives, manage teams, and collaborate across departments to innovate and optimize trading models. Role Responsibilities: Develop and enhance medium-frequency systematic global macro and CTA strategies. Lead the migration to a systematic capital allocation approach across strategies. Conduct quantitative research to discover new alpha-generating opportunities. Work closely with the Research and Development team to improve models and strategy performance. Contribute to performance assessments and strategy reviews. Monitor and evaluate the performance of strategies across various asset classes and markets. Role Requirements: Strong background in global macro research and systematic trading strategies, particularly in medium-frequency trading. Proven experience leading teams of researchers and driving projects from inception to implementation. Expertise in developing alpha and CTA strategies. Proficiency in programming languages such as Python, R, or C++. Strong statistical and data analysis skills. Excellent communication and collaboration abilities. Capable of thriving in a fast-paced, dynamic environment. Self-motivated with a focus on continuous innovation and improvement. To Apply: Please submit your CV to quantresearch@octaviusfinance.com Seniority level
Mid-Senior level Employment type
Full-time Job function
Research, Finance, and Other Industries
Investment Management, Financial Services, and Investment Banking
#J-18808-Ljbffr
