Quantitative Portfolio Manager – Global Macro Permanent NEW

Responsibilities will include:

– 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.