Quantitative Researcher - CTA/Macro
We are seeking a talented and experienced Quantitative Researcher with expertise in alpha research within CTA and Macro systematic strategies at a tier-1 hedge fund in London. The team are trading mid frequency CTA and Macro systematic strategies. The team has been performing incredibly well and as part of their build out they are looking for an individual to join them in order to contribute new ideas, support the drive out of new strategies, aiding in their research, design and implementation. This is alongside working on the continued improvement and efficiency of their existing strategies.
The ideal candidate will have a minimum of 3 years of experience working on the research and development of systematic CTA or Macro strategies, alpha research, as well as be proficient in Python.
Key Responsibilities
- Alpha Research & Strategy Development
- Conduct in-depth quantitative research to identify and validate alpha signals across mid-frequency CTA and Macro strategies.
- Design, test, and implement new systematic trading strategies using robust statistical techniques.
- Enhancement of Existing Strategies
- Continuously monitor and refine current models to improve performance, robustness, and execution efficiency.
- Perform post-trade analysis and attribution to assess strategy effectiveness and identify areas for improvement.
- Backtesting & Simulation
- Build and maintain backtesting frameworks to evaluate strategy performance under various market conditions.
- Ensure simulation accuracy and robustness through rigorous validation and stress testing.
- Collaboration & Communication
- Work closely with portfolio managers, developers, and other researchers to align research efforts with trading objectives.
- Technology & Programming
- Develop research tools and models primarily in Python
- Maintain high standards of code quality, documentation, and version control.
- Innovation & Strategic Contribution
- Contribute original ideas to the team's strategy pipeline and help drive the expansion into new markets or instruments.
- Stay abreast of academic and industry developments in quantitative finance and apply relevant insights to research.
Qualifications:
- Minimum of 3 years of experience within the quantitative CTA or Macro space.
- Strong programming skills in Python.
- Proficiency in statistical analysis and quantitative modelling.
- Experience with backtesting frameworks and data analysis tools.
- Excellent problem-solving skills and attention to detail.
- Strong analytical and mathematical background.
- Ability to work independently and as part of a team.
Preferred Qualifications:
- Advanced degree (Master's/PhD) in a quantitative field such as Mathematics, Statistics, Computer Science, or a related discipline.
- Experience with machine learning techniques and tools.
- Knowledge of equity macroeconomic factors and their impact on financial markets.
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