Futures Macro Quant Researcher/ London / $ Base + Bonus

Role:-

• Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
• Improvement of existing strategies
• Portfolio optimization
• Evaluating new datasets for alpha potential
• Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure

Requirements:-

• MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline
• 2-5 years of experience researching systematic macro strategies
• Strong programming skills with a high level of proficiency in Python
• Experience researching intraday futures strategies
• Experience with equity index futures, commodity futures, fixed income futures, interest rate swaps, and/or foreign exchange
• Strong analytical and quantitative skills
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team