Our client, a $4Bln Systematic Macro fund with offices in London & New York, hope to add a research analyst to their team for a Q2 2020 start. The role will involve working alongside a senior PM who has been with the fund for 5+ years.
- Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring.
- Improvement of existing strategies.
- Portfolio optimization.
- Evaluating new datasets for alpha potential.
- Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure.
- MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline.
- 2-5 years of experience researching systematic macro strategies.
- Strong programming skills with a high level of proficiency in Python.
- Experience researching intraday futures strategies.
- Experience with equity index futures, commodity futures, fixed income futures, interest rate swaps, and/or foreign exchange.
- Strong analytical and quantitative skills.
- Willing to take ownership of his/her work, working both independently and within a small team.
For more information on the role, please feel free to reach out to our consultant, Tom, on firstname.lastname@example.org