Macro Research Analyst, Systematic Trading, London

London
Ref: MRA-1012
£££ Competitive Salary Package
Systematic Trading Firm
FX, Equity, Commodities & Fixed Income Futures. IR Swaps.

This leading Systematic Investment Firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including Equities, Futures and FX. They apply rigorous research into market anomalies utilizing unparalleled access to available data sources. They now seek a Research Analyst to manage all aspects of the research process, inc. methodology selection, data collection, prototyping, backtesting, performance monitoring

KEY RESPONSIBILITIES:

  • Manage research process:  methodology selection, data collection & analysis, prototyping, backtesting, and performance
  • Improvement of existing strategies
  • Portfolio optimization
  • Evaluating new datasets for alpha potential
  • Continuously improve the investment process and the research and trading infrastructure

ESSENTIAL EXPERIENCE & SKILLS:

  • MSc or PhD in finance, computer science, maths, physics, other quant discipline
  • 2-5 years of experience researching systematic macro strategies
  • Strong programming skills in Python
  • Good experience researching intraday futures strategies
  • Experience with Equity index futures, Commodity futures, Fixed income futures, Interest rate swaps, and/or FX
  • Strong analytical and quantitative skills