Systematic Quant Trader/PM – G10 systematic FX strategies – New York or London

Job Details

A leading Multi Strategy hedge fund in New York is looking to add a systematic strategist/portfolio manager to their team to research and deploy systematic strategies across G10 delta 1 instruments (spot, forward and futures).
This is an excellent opportunity to join a high performing fund with significant AUM and excellent infrastructure.

Responsibilities include:
• Designing, implementing and managing systematic strategies across G10 FX (Delta one instruments)
• Develop and manage systematic models
• Developing trading strategies, from idea generation and data collection to analysis and model creation.
Requirements include:
• Experience researching and developed a full baked systematic strategy within G10 FX.
• An excellent academic record with a PHD/MSC in a quantitative discipline from a leading school.
• Strong programming skills (Java, C++, Python, Matlab)
• Experience with in-depth research projects and solid analytical skills
• Relevant experience in strategy research/Portfolio management from a Top firm.
• Strong econometric/Statistical understanding

Applicants should have experience developing and deploying systematic strategies.

You will be involved in the full cycle from alpha development to trading. Researchers are able to apply however you must be able to demonstrate that have contributed to alpha generating investment ideas/strategies within a profitable portfolio.

There is an excellent Base and bonus package on offer and the firm pay all of their bonuses in Cash.
Performance has been excellent and senior members of the team will also receive a percentage of fees.

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.