– Systematic strategy development of multiple global macro trading strategies – Backtesting and portfolio construction – Quantitative Research and big data analysis using Python – Collaboration with team members in order to foster intuitive ideas backed up by quantitative research – Consistent research and analysis of market conditions relative to asset allocation strategies
Qualified candidates should possess:
– 3+ years of experience working on a systematic macro book – Strong programming skills (Python, R, ect.) – Prior experience in a top tier hedge fund or asset management firm – Master’s degree in a quantitative field from a top tier university, PhD preferred – Ability to collaborate in a team environment and execute strategies effectively – Excellent communication skills
If there is an interest in the above position, please click the APPLY NOW button below.