Systematic Global Macro Researcher – Hedge Fund – New York Systematic Global Macro Researcher – Hedge Fund –  …

Octavius Finance
in New York, NY, United States
Permanent, Full time
Last application, 28 May 20
Competitive
Octavius Finance
in New York, NY, United States
Permanent, Full time
Last application, 28 May 20
Competitive
A boutique New York hedge fund is seeking to hire a skilled, quantitative researcher with cross-asset experience to the team. You will be working alongside a Senior Portfolio Manager who runs the Systematic Global Macro team for the fund and so you will be expected to have a strong understanding of the fundamentals of systematic investing across a wide spectrum of global macro asset classes.

Requirements:

1-5 years’ experience in quantitative research

Cross-asset knowledge across commodities, equity index and fixed income

Experience within a systematic group

CTA and/or intraday futures experience

Experience of both EM and DM FX

Extensive programming experience (Python)

 

Preferred experience:

 

Prior buy-side experience in a systematic team

An MSc or PhD in either Statistics, Astronomy, Astrophysics, Econometrics, Finance, or a Machine Learning-related subject

Interest rates swaps experience 

 

For a chance to join a successful, innovative team in the systemic space, please send your CV in WORD FORMAT to quantresearch@octaviusfinance.com.

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