- 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.