Senior Quant Researcher – Systematic Macro RV

J.K. Barnes; Greater London; On-site; GBP 100,000 - 150,000; Full time

Job summary

A leading hedge fund in Greater London is seeking multiple senior quant researchers to expand its Macro desk. In this role, you will lead statistical arbitrage RV strategy in commodities and collaborate with other researchers to develop systematic strategies. The position offers a PnL driven compensation model based on the profits generated by your signals. Ideal candidates will have exceptional coding skills in Python or C++, a successful track record of at least 3 years in generating positive alpha, and knowledge of global markets.

Qualifications

• Exceptional coding skills in Python or C++ are essential.
• At least 3 years of experience generating positive alpha required.
• Experience in systematic macro strategies in commodities is a must.

Responsibilities

• Lead the direction of statistical arbitrage RV strategy in commodities.
• Collaborate with other quant researchers to develop systematic macro strategies.
• Benefit from a PnL driven compensation based on the profit generated from signals.

Skills

Python coding skills

C++ coding skills

Generating positive alpha

Systematic Macro strategies knowledge

Global markets understanding

Education

CQF preferred

Job description

Responsibilities

A leading $10+ billion hedge fund has a strong established Macro desk and right now is seeking to expand it and hire multiple senior quant researchers, who will be sub-portfolio managers to lead the direction of statistical arbitrage RV strategy in commodities (metals, softs and power). You get your own carve out from the central book, and your compensation will be PnL driven, based on the profit your signals generate. The opportunity here is that you will be a part of the centralised Macro desk and collaborate with other quant researchers to develop systematic Stat Arb macro strategies and get the PnL cut, but at the same time you don’t need to be a standalone portfolio manager and manage a team.

Qualifications

• Exceptional in Python or C++ coding skills.
• Track record of generating positive alpha at least 3+ years
• Systematic Macro strategies in Commodities (softs, metals, energy / power)
• Global markets (US, Europe, Asia)
• CQF preferred