Macro Quantitative Researcher

Selby Jennings; City Of London; In loco; GBP 100.000 - 140.000; Tempo pieno

Descrizione del lavoro

Selby Jennings in London seeks an experienced quantitative researcher to grow a small, highly collaborative team focused on systematic macro strategies. The role emphasizes work in a highly technical environment with opportunities to develop client-facing skills.

Responsibilities include developing macro and futures strategies, feature extraction from unstructured data, and contributing to risk and factor modelling within a robust data and infrastructure setup.

Competenze

• Advanced degree in a quantitative field from a top-ranked university.
• 3+ years' experience with macro strategies (macro-credit, FX, futures).
• Demonstrated ability to harness large datasets to find alpha signals.

Mansioni

• Developing systematic macro and futures strategies from idea generation to backtesting.
• Supporting feature-extraction methods transforming unstructured market data into signals.
• Contributing to the research and trading pipeline including Risk and Factor Modelling.

Conoscenze

Macro strategies

Data analysis

Python

R

Matlab

C++

C#

Formazione

Advanced degree in Mathematics/Physics/Statistics/Engineering

Strumenti

Python

R

Matlab

C++

C#

Descrizione del lavoro

A prestigious London fund is looking for an experienced quantitative researcher to grow their team.

They are a small, impactful team that runs systematic strategies. They are looking for someone with experience working in a highly technical team and strong communication skills.

They are especially interested in candidates with experience in macro, with particular interest in people with exposure to futures, credit, and FX macro strategies.

The fund prides itself on its high-quality data, robust infrastructure, and a healthy work-life balance. They are highly collaborative and keen to provide a platform for quantitative researchers who are looking to leverage their research and trading expertise while potentially develop some client-facing skills.

Responsibilities

• Developing systematic macro and futures strategies, with responsibility from idea generation to backtesting.


• Supporting with feature-extraction methods, transforming unstructured market, text, and sentiment data into signals.


• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.


• 3+ years' experience with macro strategies, specifically experience with macro- credit, FX, and futures.


• Demonstrated ability to harness large datasets to find alpha signals.


• Capacity to excel in a fast-paced environment.


• Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.