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Quantitative Macro Strat

  • Job type: Permanent
  • Location: New York
  • Salary: US$200000 - US$600000 per year
  • Job reference: 198981/006_1557501445
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 10/05/2019

Our client is an emerging systematic hedge fund in the U.S. with close to $1bbn in AUM and growing! They are primarily concentrated in quant equities but are in the process of building a new macro business line and are hiring top research strategists to help with this effort.

This is the rare opportunity to join an emerging hedge fund and help build a greenfield initiative within global maco. Within this role you will be leading and conducting their global research efforts, working directly with the founder and lead PM while having the chance to leave a huge impact. The career trajectory for this role will include managing your own book down the road.

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.
  • 5+ 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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