Currently we are partnered with a $20bn AUM hedge fund, seeking a talented Quantitative Researcher to join an experienced Systematic Macro Portfolio Manager. The team focuses on mid frequency strategies in FX, Bonds, Equity Indexes, & Commodities. The successful candidate will be responsible for alpha research and will work alongside 2-3 other Researchers. This is an incredible opportunity to join a fast expanding group.
Responsibilities:
- Research, develop, and participate in all aspects of alpha modeling. Including but not limited to data scouting, hypothesis generation, and back-testing.
- Work and collaborate on alpha research projects to help put into production
Requirements:
- Experience working with FX, Bonds, Equity Indexes, Futures, or Commodities in a systematic setting
- 5+ years experience of mid to low frequency trading strategies
- MS or PhD in physics, math, CS, or related field
- Strong Python and C++ skill
- Ideally some experience and understanding of ML and cloud based packages
