Quantitative Researcher, Short-Term Macro

Job Description: Quantitative Researcher, Short-Term Macro

Please direct all resume submissions to QuantTalentEUR@mlp.com and reference REQ-11707 in the subject.

Job Description

Quantitative Researcher as part of a thriving, dynamic, collaborative, multiple-award-winning team based in London, with a focus on systematic, short-term macro strategies in futures and currency markets

Location

London

Principal Responsibilities

• Idea generation based on thorough understanding of academic literature and financial market insights
• Research and develop short/medium-term systematic trading signals in futures/FX markets
• Collaborate with the PM and the trading group in a transparent environment, engaging with all areas of model design, portfolio construction, risk management and market access
• Develop and enhance the team’s proprietary research platform
• Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, alternative datasets, and academic research

Preferred Technical Skills

• Highly skilled in at least one of the scripting languages (Python, Matlab, R), preferably in Python
• Master degree or equivalent in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field
• PhD research experience/publication in Economics/Finance, Statistics, Applied Mathematics, Computer Science, or related STEM field, is a plus
• Demonstrate abstract reasoning mindset and independent problem-solving skills
• Excellent communication skills

Preferred Experience

• 2+ years of experience working in a quantitative research position
• Innovation in signal research and development
• Successful experiences in exploring and working with large and diverse data sets

Highly Valued Relevant Experience

• Experience in exploring, researching, and deploying trading signals from various sources of alternative data spanning major asset classes
• Experience in quantitative finance, econometrics, asset pricing, or macro sub-fields
• Macro markets (Equity indices, Currencies, Commodities, Fixed Income) experience is a plus

Target Start Date

• As soon as possible

Please direct all resume submissions to QuantTalentEUR@mlp.com and reference REQ-11707 in the subject.