Intraday Futures/ FX Quant Researcher/ Global Locations / £ Base + Bonus

Role:-

As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques.

Your role will involve:-

• Statistical modelling of financial and non-financial datasets, examining real-world data.
• Delivering high quality statistical research output against our research goals.
• The opportunity to make an impact on the continued build out of Systematic Macro infrastructure .
• The opportunity to deploy capital across FX, EM FX, Rates, Commodities and Equites asset classes.

Requirements:-

• 3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates.
• Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
• Experience of building and running systematic intraday futures/ FX strategies.
• A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc).
• Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
• Strong programming skills in either C++ / Python.

Apply:-

Please send a PDF resume to [email protected]