A Tier 1 Hedge Fund is currently looking for a Systematic Quant Researcher to support a senior Macro PM. Product coverage is mainly rates, and Fixed Income. This is a chance to be part of a pod-like team structure. The role will have a few components: Alpha generation, statistical market research, and blue-sky idea generation.
The team are looking for a candidate with 2+ years of experience supporting a PM or working within Front office QA desk on top tier sell-side firm.
Responsibilities:
- Macro Market Data Analytics
- High Quality predictive signals
- Research (Rates Market Research, Back-testing strategies, Systematic Signal generation, ML tool builders, Idea generation)
Requirements:
- Advanced degree (MSc/PhD) in either Statistics or Mathematics
- Strong product knowledge of Rates or FX is preferred, candidates from Credit and Equities will be considered
- Strong Object-oriented programming skills in expertise-level code base. Python, R, MATLAB and/or C++, C#
- Strong Communication Skills and proven ability to understand requirements of traders and quickly generate solutions
