Selby Jennings
Senior Macro/ Futures Quant Researcher/ PM
Selby Jennings, Norwalk, Iowa, United States, 50211
Consultant – Quantitative Research and Trading
A prestigious, global, macro hedge fund with +$15Bn AuM is looking for senior quantitative researchers to grow their London office.
The fund is looking for candidates with experience deploying mid-frequency systematic macro strategies with strong Sharpe ratios. They are especially interested in candidates with experience in futures and FX strategies.
The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. They are highly collaborative and keen to provide a platform for senior quantitative researchers/sub-PMs who are looking to scale their strategies.
Responsibilities
Developing systematic macro strategies, with responsibility from idea generation to backtesting.
Contributing to the research and trading pipeline, including Risk and Factor Modelling.
Requirements
Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.
5+ years' experience with macro strategies, specifically experience wih FX and futures.
Demonstrated ability to harness large datasets to find alpha signals.
Capacity to excel in a fast-paced environment.
Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
If interested, please apply via the link. Due to high volume of applications, additional time may be needed for suitable applicants to receive a response.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Finance
Industries
Financial Services and Funds and Trusts
#J-18808-Ljbffr
The fund is looking for candidates with experience deploying mid-frequency systematic macro strategies with strong Sharpe ratios. They are especially interested in candidates with experience in futures and FX strategies.
The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. They are highly collaborative and keen to provide a platform for senior quantitative researchers/sub-PMs who are looking to scale their strategies.
Responsibilities
Developing systematic macro strategies, with responsibility from idea generation to backtesting.
Contributing to the research and trading pipeline, including Risk and Factor Modelling.
Requirements
Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.
5+ years' experience with macro strategies, specifically experience wih FX and futures.
Demonstrated ability to harness large datasets to find alpha signals.
Capacity to excel in a fast-paced environment.
Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
If interested, please apply via the link. Due to high volume of applications, additional time may be needed for suitable applicants to receive a response.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Finance
Industries
Financial Services and Funds and Trusts
#J-18808-Ljbffr