Your main role will be overseeing the day-to-day workflow of the futures research team; supervision of the research staff; independent development of alpha strategies; and driving engagement with qualitative community to foster research innovation.
Creates and manages project plans for the agenda items.
Supervises the futures research staff and works closely with individual researchers on projects to help them set and meet departmental and personal deadlines / goals.
Fosters a learning culture by encouraging members of the team to master new skills and teaches them internally.
Leads internal decision-making of what to implement into live production and what to discard / stop and move on, and is ultimately accountable for implementing the agenda.
Supervises the automation of repeatable tasks and improves efficiency within the research processes.
Establishes and ensures adherence to precise standards in the research process and throughout the futures research team
A deep and broad understanding of global markets and quantitative investment strategies (i.e., momentum, mean reversion, relative value, etc.) across a variety of asset classes including equities, fixed income, foreign exchange, commodities, credit and volatility. Focus on shorter-term technical alpha-oriented future strategies is a must.
A demonstrated track record of successfully developing and managing investment strategies in the above-mentioned asset classes.
Experience and track record of managing collaborative research teams; development and timely execution of projects at a leading institutional asset management firm.
Direct testing and coding experience (preferably in C# and python) so that they can conduct their own research in addition to managing the team.
Experience in creating scale by breaking larger initiatives into short sprints with frequent milestones.
Ability to apply methods to extract optimal information with less work.
Deep understanding of convexity, skew, and mispricing by typical models that overlook no-linear risk.
Highest level of accountability with ability to keep commitments while flagging initiatives that are not on course.
Cross utilization of factors and filters within multiple investment strategies.
Ability to turn long term fundamentals into short term strategies and vice versa.
Strong integrity, character, communication skills, and ability to rapidly prototype new concepts.
Demonstrated record of initiative, problem solving, and adaptability with the ability to distill concepts / strategies to their core elements and sources of value.
Please send a PDF CV to email@example.com