We are working with a senior macro Quant PM in Europe that is setting up a brand new pod within a multi-manager platform. The MM pride themselves on having some of the leading infrastructure platforms, and this Pod in particular is culturally very collaborative.
They're looking for a senior quant researcher to spearhead their alpha research and back testing of mid-frequency semi-systematic strategies. Product coverage is mostly US/ EU rates, Fx and futures.
There is also potential in the mid-term to have your own book and PnL allocation.
Responsibilities:
- Working collaboratively with other researchers in order to build alpha-generating strategies. This includes the entire lifecycle from signal generation to implementation.
- Ad-hoc predictive modelling to anticipate market movements
- Present strategies to the senior portfolio manager in order to get them put into production.
Requirements:
- 3+ Years of working within an alpha-research based position.
- Prior experience with strategies within US / EU Rates or Fx.
- PhD and / or MSc in a highly-quantitative subject (Mathematics, Physics, Statistics etc.)
