Award winning hedge fund in London are looking to add a quantitative researcher with prior experience working on alpha generating strategies in the systematic macro space, using futures. They have recently hired a senior quant and are looking to further expand their quant research team.
- Develop systematic trading models across FX, futures.
- Alpha idea generation, backtesting, and implementation
- Assist in building, maintenance, and continual improvement of production and trading environments
- Evaluate new datasets for alpha potential
- Improve existing strategies and portfolio optimization
- 4+ years of experience in quantitative trading, ideally in FX or futures
- PhD in mathematics, statistics, physics or other quantitative discipline.
- Experience with alpha research, portfolio construction and optimization
- Experience building statistical/technical, fundamental, and data driven signals
- Extensive experience in systematic macro and FX strategy development, using futures.
- Experience working on/building medium/high frequency systematic strategies
- Strong experience with data exploration, dimension reduction, and feature engineering
- Experience managing and running risk is a strong plus.
- Confident Python coder
Apply:- Please send a PDF resume to firstname.lastname@example.org