Macro - Futures - Quantitative Researcher – Multi-billion Dollar Hedge Fund – New York
We are currently working in partnership with a multibillion-dollar Hedge Fund covering multi-asset markets. They are currently on the hunt for a highly skilled Macro Futures Quant Researcher to join their collaborative Global Quant team.
Requirements:
Quantitative modelling skills.
Knowledge in Futures Markets.
Python, MATLAB, and/or R programming skills.
Strong analytical skills.
Management skills are a plus.
Responsibilities:
Researching predictive Macro models.
Improving existing quant models.
Research and analyse market data.
Working in calibration with Traders and Developers.
If you fit ALL the above requirements, please send your CV in a Word format to quantresearch@octaviusfinance.com . to speak to one of our experienced consultants.