Role:-

Quantitative researcher to help build out a new systematic macro (futures, FX, and vol) business.  The main  focus will be working on mid-frequency alpha strategies.

 

• Develop systematic trading models across FX, commodities, fixed income, and equity markets
• 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
• Execution monitoring
• Be a core contributor to growing the investment process and research infrastructure of the team

Requirements:-

• PhD in mathematics, statistics, physics or other quantitative discipline.
• Experience in quantitative trading, ideally in FX or futures
• Experience with alpha research, portfolio construction and optimization
• Experience building statistical/technical, fundamental, and data driven signals
• Experience synthesizing predictive signals for both cross-sectional and time-series models
• Strong experience with data exploration, dimension reduction, and feature engineering
• Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.

Apply:-

Please send a PDF CV to