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 multi-manager hedge fund in their office in Dubai. The team are trading mid frequency CTA and Macro systematic strategies. Since their establishment the team has displayed very high performance and are now looking for individuals to join them to drive the expansion of their strategy coverage. You will be working on the full strategy from research, development, through to implementation. You will be contributing new and innovative ideas alongside enhancing the team's 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.
- Alpha Research: Design, test, and validate alpha signals across mid-frequency CTA and Macro strategies using robust statistical and econometric techniques.
- Strategy Development: Build and refine systematic trading strategies from concept to production, including signal generation, portfolio construction, and risk management.
- Implementation: Collaborate with engineering and trading teams to implement strategies in a live trading environment, ensuring efficiency and robustness.
- Performance Analysis: Monitor and evaluate strategy performance, identifying areas for improvement and optimization.
- Innovation & Enhancement: Contribute new ideas to expand strategy coverage and improve existing models, leveraging cutting-edge research and market insights.
- Collaboration: Work closely with other researchers, portfolio managers, and developers in a fast-paced, performance-driven environment.
- Data Handling: Source, clean, and analyse large datasets (market, macroeconomic, alternative data) to support research and strategy development.
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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