Quantitative Researcher - Hedge Fund - Macro - London
We are working with a leading macro hedge fund specializing in systematic trading across various asset classes.
They are seeking a Quantitative Researcher with a strong background in econometrics and systematic trading to join their research team. The ideal candidate will have a Master's or PhD in Economics or Econometrics, coupled with 1-3 years of experience in quantitative research within the financial industry.
Responsibilities:
Developing quantitative models and strategies for systematic trading across various asset classes.
Utilize advanced statistical techniques and econometric methods to analyze large datasets and identify trading opportunities.
Collaborate closely with Quantitative researchers to refine existing strategies and develop new approaches to enhance performance.
Stay abreast of market developments, economic trends, and industry best practices to inform research efforts and ensure competitiveness in the marketplace.
Qualifications:
Master's or PhD in Economics, Econometrics, or a related quantitative field.
1-3 years of experience in quantitative research within the financial industry, preferably within a hedge fund or proprietary trading firm.
Strong programming skills in languages such as Python, R, or MATLAB, with experience in statistical analysis and data manipulation.
To apply, please send your CV to quantresearch@octaviusfinance.com