Senior Systematic Macro Quantitative Researcher – Hedge Fund – London

Job Details

An award-winning hedge fund in with offices in London and New York have secured a significant amount of capital and are looking to expand the excelling quant team in London. The fund was formed in 2009 and specialise in investing in systematic macro and FX futures. The firms’ AUM has recently shot up to just over $1.3bn, and with that has come a period of significant expansion. Having recently hired another successful quant, the single-manager firm is now at a headcount of 10 and looking for a skilled quantitative research with prior experience working on alpha generating strategies in the systematic macro space, using futures.

In order to apply, you must have:

At least 5 years of experience in quantitative research
Extensive experience in systematic macro and FX strategy development, using futures
Experience working on/building medium/high frequency systematic strategies
Excellent programming abilities
The desire to work in a small, collaborative environment in a leading hedge fund in London

To be considered for this role, please send your CV in WORD format to quantresearch@octaviusfinance.com