Our client, a tier one US Quantitative multi-manager hedge fund with global presence, is looking to onboard a Senior Quantitative Researcher to join their Hong Kong, Singapore, London or US team, to help build out a new systematic macro / commodities business. Core focus will be working on mid-frequency alpha strategies.
Job Responsibilities:
- Strategies research and development across commodities, futures, FX, IRS, exotic options, etc.
- Alpha idea generation, backtesting, and implementation
- Improve existing strategies and portfolio optimisation
- Be a core contributor to growing the investment process and research infrastructure of the team
Requirements:
- Bachelors or above degrees in mathematics, statistics, physics or other quantitative discipline.
- Minimum 6 years of experience in quantitative trading in systematic Macro teams
- Experience with alpha research, portfolio construction and optimisation
- Experience building statistical/technical, fundamental, and data driven signals
- Proficiency in Python
- Team player
- Fluent in English
Feel free to reach out and apply!
