Quant Macro Strategies / London / £ Base + Bonus
Core
Generate and explore new alpha ideas grounded in academic research and market intuition, and design systematic trading signals across macro asset classes.
Role type
Quantitative Researcher (Macro Strategies)
Builds
Systematic trading signals and portfolio optimization frameworks for macro asset classes
Domain
Quantitative Finance / Macro Strategies
Deliverable
production ML models
Required skills
Python, R, MATLAB, quantitative research, signal construction, portfolio optimization, risk frameworks, data analysis
Preferred skills
macro markets knowledge (fixed income, commodities, equity indices, currencies), alternative datasets, econometrics, asset pricing
Technologies
Python, R, MATLAB
Responsibilities
Generate and explore new alpha ideas, design and implement systematic trading signals, work with portfolio managers on strategy design and execution, contribute to internal research platform development
Seniority
Mid-Senior, hands-on IC