Cross-asset Quantitative Strategist - London, United Kingdom - Octavius Finance

Description

One of the most prestigious names in Global Macro investing is currently looking to add a cross asset quantitative strategist/Economist to their team London.

You will be a key part of the Global Macro Strategy team, responsible for developing quantitative macroeconomic and strategy models, aiming to inform and further strengthen their investment processes. This includes (but is not limited to) the development of valuation frameworks and a wide range of proprietary macroeconomic models designed to track and forecast economic indicators.

The fund is extremely successful and combines rigorous macroeconomic analysis in conjunction with in-depth local research in order to generate strong returns for investors.

Responsibilities will include:

• Generating macro views across Global Developed Markets
• Constructing and maintaining real-time models of economic activity across the DMs
• Developing and maintaining quantitative tools to aid the investment process
• Constructing and maintaining inflation forecasting models
• Conducting economic research to help Develop country-level global macro views.
• Developing multi asset trade recommendations and investment conclusions that can add value to Macro portfolios (including fixed interest, foreign exchange and equities).

In order to apply you must have:

• Completed a PhD programme from a top University in macroeconomics or finance, with a focus on empirical research
• Built out an integrated set of economic forecasts, market views and trade recommendations in Rates/FX or sovereign credit.
• In depth experience programming in at least one of Python, MATLAB or R
• Knowledge and experience of econometrics (particularly time series econometrics), statistics, Bayesian methods, filtering, forecasting or machine learning
• Experience working in financial markets, central banking or related areas
• Developed quantitative models to inform views on the Macro universe

This is a high profile position working within one of the most successful Macro funds of Recent years. You should have a strong interest in financial markets, and will be excited about the prospect of applying modern empirical techniques to understanding them.

Global applications welcome

In order to apply please send your CV in WORD FORMAT to or call