Systematic Quantitative Research - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

We are currently working with a reputable multi-billion-dollar systematic hedge fund who are looking to hire within their quantitative global macro team across London and Paris.

The role will involve working in a collaborative environment, with PMs, researchersand traders on the systematic macro portfolio.

What the role will involve:

Creating high quality mid/mid frequency predictive signals and developing systematic strategies
Carrying out alpha research
Portfolio construction and risk management
Weekly or monthly rebalancing responsibilities
Back testing and implementing trading models
Monitoring signals behaviour and performance of execution platform over time

What is required:

A minimum master's degree in a quantitative related field (e.g. finance, mathematics, statistics, computer science etc.)
Ability to work with large datasets across multiple time frames
Previous professional experience developing systematic strategies (track record running macro systematic strategies is an advantage)
Buyside experience
Strong Python or C++ programming skills
Market making or hight frequency trading experience is a plus

If you meet all the requirements of the role, please send your CV in WORD format to for an initial discussion with one of our experienced consultants.