MD/ Director level quantitative CTA researcher – Multinational Systematic Hedge Fund
The client is a multibillion systematic hedge fund that applies a highly quantitative and highly automated approach to investing, using various quantitative models, and techniques. The fund have for the last decade built an extremely strong investment track record using L/S statistical arbitrage models to trade global equity markets, and is now launching a new trend following CTA initiative to trade liquid futures markets.
The role:
To lead the funds global CTA initiative, tasks will include collaborating with senior management on research agenda, coordinating tasks and allocating projects within global research teams. On-going collaboration with data and trading on relevant issues; back testing, data feeds, etc
Requirements:
Proven track record in researching and/ or trading successful CTA strategies
Front-to-back understanding for the alpha process
Understanding relevant data issues, and risk management
Highly mature programming skills in C++
Most likely a PhD, or MSc from a top University in a highly quantitative field.
Please reply to rw@capitalchase.com for immediate consideration, or more info, interviews are being scheduled now
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