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Quantitative Macro Strat

  • Job type: Permanent
  • Location: New York
  • Salary: US$200000 - US$600000 per year
  • Job reference: 198981/002_1537558667
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 21/09/2018

Join an emerging hedge fund whose main focus is the development of systematic trading and investment strategies. Ideal candidate 5-7 years experience. Within this role you will be leading their global macro research efforts, working directly with the lead PM while having the chance to leave a huge impact on a growing hedge fund.

Responsibilities

  • Research trading, risk management and investment strategies in close collaboration with senior team members and the firm's founder.
  • Thought leadership around the generation and identification of investment ideas.
  • Assist in portfolio management and investment decision related to the global macro book.

Qualifications

  • PhD or Masters in statistics, computer science, physics, finance or a related field.
  • Strong data analysis skills analytical and problem solving skills are a prerequisite.
  • 3+ years working in a systematic macro or global equities investment management firm.
  • Strong familiarity with global macro products (equity, fixed income, futures, commodities, fx)
  • Strong coding experience in Python, R, or Matlab.
  • Entrepreneurial mindset needed.
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