Quantitative Macro Analyst Quantitative Macro Analyst …

Laz Partners
in London, England, United Kingdom
Permanent, Full time
Last application, 25 Sep 19
£100k-£130k base + 100% bonus
Laz Partners
in London, England, United Kingdom
Permanent, Full time
Last application, 25 Sep 19
£100k-£130k base + 100% bonus
A Tier-1 HF/Asset Manager is looking for a Quantitative Macro Analyst (3-7 years' experience) to work alongside a team of PMs running approx $1bn AUM (total firm AUM is $10bn+) invested across rates, credit, fx, and equity indices.

Summay:

A Tier-1 HF/Asset Manager is looking for a Quantitative Macro Analyst to work as part of a team running a book (approx $1bn AUM) invested across rates, credit, fx, and equity indices.

The Role:

The team are looking for a quantitative macro analyst to play a leading role with modelling (economic models, building signals etc), risk budgeting/portfolio optimization, as well as to spend some time helping with research & idea generation. The split will most likely by 70% quant work/30% research & idea generation

Requirements:

  • 3-7 years’ experience
  • MSc or PhD (quantitative/mathematical/economics background)
  • Understanding of Macro important – rates/fx is important (credit not essential but a plus)
  • Economic modelling skills
  • Strong quantitative/programming skills
  • Knowledge of R and Matlab (strongly preferred) and Eviews (added bonus, but not required
  • Someone with a framework for analysing markets
  • Long-term thinking (not tactical trading) + RV experience
  • Academic & research-oriented personality
  • Understanding of portfolio optimization & risk budgeting (important)
  • EM Macro Bias preferable, as the fund has significant EM exposure
  • Active thinker with a passion for markets
  • Articulate communicator and comfortable with having views challenged
  • Team player & a collegial disposition are essential characteristics for this role

Key Selling Points:

  • Tier-1 firm with a high-calibre team
  • The opportunity to be mentored and to learn from some of the most well-respected people in the industry
  • Flat reporting structure
  • Team-driven and collegial environment
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