Quantitative Researcher - Macro Systematic Strategies
8 days ago
London
Key Responsibilities: • Design and develop systematic trading strategies with holding periods ranging from intraday to several weeks, with a focus on macro-driven relative value or CTA (Commodity Trading Advisor) approaches ., • Conduct in-depth quantitative research and signal generation using advanced statistical and machine learning techniques to identify inefficiencies in macro markets., • Implement, back-test, and optimize systematic models to ensure robustness and adaptability to changing market conditions., • Leverage extensive experience in macro asset classes and systematic trading to refine risk management and portfolio construction techniques., • Stay ahead of market developments and advancements in quantitative finance, integrating cutting-edge methodologies into the research process., • Work closely with trading, risk, and technology teams to align research insights with business objectives., • 5+ years of direct experience in macro systematic trading , with a proven track record in quantitative research or trading across commodities, FX, rates, or equity indexes ., • Strong background in mid to low frequency systematic strategies , particularly macro-focused relative value or CTA trading ., • Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering ., • Expertise in Python and proficiency in handling large datasets, statistical modeling, and machine learning techniques., • Deep understanding of macro market dynamics, quantitative finance, and numerical techniques relevant to systematic trading., • Strong problem-solving abilities and experience in handling complex data analysis and model development ., • Excellent communication skills, with the ability to articulate research findings to both technical and non-technical stakeholders.