Associate Quantitative Researcher - Global Macro Futures Trading Program - Quant Fund

Associate Quantitative Researcher - Global Macro Futures Trading Program - Quant Fund - Exp in commodity trading

Job description -

We are looking to recruit a researcher for our Global Macro Futures Trading Program within the Quant Fund. Global Macro Futures Trading program is a multi-strategy CTA trading program and trades world's most-liquid futures and forward contracts across all major asset classes (commodities, currencies, equity indices, and fixed income) with typical holding periods around a few days. The candidate we are looking for is of very high calibre, detail oriented and passionate about empirical research.

Role -

- Collect, prepare and analyse datasets using advanced statistical methods to identify new and improve existing trading signals

- Contribute to the research agenda related to portfolio construction and optimization, risk management and strategy capacity

- Help with the daily trading process, liaising with the execution and technology team

Qualifications

- PhD (or exceptional MSc) in a quantitative field like econometrics, mathematics, physics, or statistics

- 1-3 years of quant futures research experience in a hedge fund or proprietary trading environment

- Strong programming skills in Python, and SQL

- Knowledgeable about quantitative techniques and tools, capable of choosing the right tools for the job and able to independently drive research projects

- Experience with portfolio construction and optimization

- Ability to communicate about technical subjects in a clear, concise and informative manner

- Experience with extracting information from non-price data is a plus