Senior Systematic Global Macro Quantitative Researcher – Hedge Fund – New York

Our esteemed client, a well-established Systematic Global Macro fund. They are seeking an experienced Quant Researcher/Portfolio Manager to join their Quant team in New York.

We are in search of a senior Quantitative Researcher for this prestigious opportunity in New York, USA. This established asset management firm specializes in multi-asset strategies and is bolstering its investment team with seasoned professionals. We are looking for candidates with extensive experience in Systematic Quantitative Research, a deep understanding of machine learning, and Python Proficiency.

Responsibilities:

• Spearheading the development and implementation of systematic Multi-Asset Strategies

• Conducting in-depth research on Systematic Approaches

• Harnessing advanced Machine Learning Techniques

• Demonstrating mastery in Python programming.

Requirements:

• Hold a master's or PhD degree in a quantitative-related discipline, showcasing profound expertise in mathematics, statistics, or a related field.

• Possess a minimum of 5 years experience in quantitative research.

• Advanced proficiency in Python Programming Skills

• Proven track record in systematic strategy development.

If you possess the qualifications and expertise for this role, kindly forward your CV in WORD format to quantresearch@octaviusfinance.com to schedule a discussion with one of our specialist consultants.