Systematic Cross-Asset Global Macro/Futures Researcher – Hedge Fund (London)
A leading hedge fund in London is seeking a talented
Systematic Researcher
to join their growing team. Following the success of a recent hire, the firm is looking to expand its resources in
systematic strategy research , with a focus on medium-term, cross-asset technical and macro perspectives. Key Responsibilities Conduct systematic strategy research, focusing on cross-asset global macro and futures markets. Develop medium-term technical and macroeconomic models to inform investment strategies. Collaborate with portfolio managers and researchers to refine and implement innovative trading strategies. Analyze large datasets and create tools to optimize strategy development. Candidate Profile Education : At least an MSc in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Finance, or Computer Science). A PhD is preferred but not required. Experience : 2–5 years of hands-on experience in systematic strategy research.
Buy-side experience is preferred (e.g., hedge funds, asset management firms). Sell-side Quantitative Investment Strategies (QIS) experience will also be considered.
Skill Set : Strong technical and programming skills (e.g., Python, R, or MATLAB). Expertise in cross-asset markets, futures trading, and macroeconomic modeling. A solid understanding of medium-term trading strategies and technical analysis. Why Join? Growth Opportunity : Work within a high-performing team in a collaborative and innovative environment. Impact : Contribute directly to the firm’s systematic research initiatives, influencing global macro trading strategies. Learning : Engage with cutting-edge research and gain exposure to world-class investment processes. Apply to quantresearch@octaviusfinance.com
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A leading hedge fund in London is seeking a talented
Systematic Researcher
to join their growing team. Following the success of a recent hire, the firm is looking to expand its resources in
systematic strategy research , with a focus on medium-term, cross-asset technical and macro perspectives. Key Responsibilities Conduct systematic strategy research, focusing on cross-asset global macro and futures markets. Develop medium-term technical and macroeconomic models to inform investment strategies. Collaborate with portfolio managers and researchers to refine and implement innovative trading strategies. Analyze large datasets and create tools to optimize strategy development. Candidate Profile Education : At least an MSc in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Finance, or Computer Science). A PhD is preferred but not required. Experience : 2–5 years of hands-on experience in systematic strategy research.
Buy-side experience is preferred (e.g., hedge funds, asset management firms). Sell-side Quantitative Investment Strategies (QIS) experience will also be considered.
Skill Set : Strong technical and programming skills (e.g., Python, R, or MATLAB). Expertise in cross-asset markets, futures trading, and macroeconomic modeling. A solid understanding of medium-term trading strategies and technical analysis. Why Join? Growth Opportunity : Work within a high-performing team in a collaborative and innovative environment. Impact : Contribute directly to the firm’s systematic research initiatives, influencing global macro trading strategies. Learning : Engage with cutting-edge research and gain exposure to world-class investment processes. Apply to quantresearch@octaviusfinance.com
#J-18808-Ljbffr
