Systematic Macro Trading Strat - London, United Kingdom - eFinancialCareers

Tom O´Connor

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Tom O´Connor

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Description

Systematic Macro Trading Strat

London based
This team is responsible for the development of systematic trading strategies and providing useful signals for discretionary trading. They regularly engage with the desk, as well as working closely with Quants, Research, and Technology.


Responsibilities:


  • Analysing large and varied data sets and constructing predictive models using both classical statistical methods and new techniques in machine learning / AI.
  • Developing and backtesting systematic strategies for relatively low frequency trades, typically with holding periods of days / weeks / months, although occasionally looking at microstructure on a much more granular basis.
  • Build tools for recognising market patterns and providing signals for discretionary trading.
  • Portfolio construction and optimisation.

Requirements:


  • Strong academic background with at least a first class/3.6 GPA degree in Mathematics or Statistics, with excellent A-Levels (or international equivalent).
  • Experience with optimisation routines.
  • Excellent programming skills in Python.
  • At least three years' experience in the finance industry.
  • Knowledge of derivatives, interest rates, FX.

Additional:


  • Programming skills in C#.

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