CTA Quantitative researcher – Systematic Hedge fund – $2 Billion AUM – New York

Job Details

A leading Systematic hedge fund are currently looking for a quant researcher to join their team at Associate/VP level.

You will be working on their CTA/Managed futures fund which is a diversified fund with an impressive track record.

The team is small therefore you are expected to be an out performer in your current position, looking for a group which will offer you greater responsibility and searching for an accelerated path to portfolio management.
Your primary responsibility will be to research, develop, back-test, and help manage quantitative CTA strategies. You should be able to assist with the development infrastructure and risk management tools to supplement in-house systems.

Within this role you will be responsible for:-

• Designing, building functionality and back-testing systematic strategies on managed futures/CTA
• Research specific trading opportunities and new strategies to generate returns in the Volatility space
• Create futures trading strategies across commodities, equities, FX, volatility and fixed income.
• Designing CTA trend & cross-asset systematic indicators (risk, liquidity, macroeconomics, volatility, systemic)
• Manage production implementation of existing and developing strategies
• Research into systematic tactical trades in emerging markets

In order to apply you must:-
– Have between 2-5 years’ experience in CTA/managed futures quant research
– Have experience at a high performing systematic fund/CTA
– Have a PHD/MSC from a leading school
– Be looking to work in a fast paced, PnL orientated environment
This is an excellent opportunity to move into one of the most sought after positions within an extremely successful team.
There is an excellent salary and bonus package on offer for this position.

In order to apply please send your CV in WORD FORMAT to quanttrading@octaviusfinance.com or call +1 (917) 809 8014
Interviews have already begun to take place.