Quantitative Researcher/Hegde Fund/Global Macro/Futures/FX/Systematic/London

Responsibilities:

• Developing systematic strategies
• Working on different greenfield research projects
• Building quantitative models
• Coding in python

Requirements:

• Experience working on the buyside within a Quantitative research team.
• Experience developing global macro systematic strategies.
• 1-3 years experience coding in python in a commercial environment

This is an excellent opportunity to work within a front office team, with some of the highest calibre investment professionals in the market.

To apply please send your CV to quantresearch@octaviusfinance.com