Senior Systematic global macro researcher/portfolio manager – Hedge fund
A leading multi strategy fund in London are looking to add an experienced researcher to head and develop their quantitative investment strategies group with a focus on systematic global macro, fundamental and behavioural strategies and managed futures.
Within this role you will be working in a quantitative research function, presenting research findings to the portfolio managers and managing-mentoring the researchers in designing and developing new and improving existing quantitative trading strategies in global markets FX, rates, credit and equities.
Your experience and responsibilities will include:-
• Quantitative global macro research with a focus on systematic multi strategy.
• Contributing to research in various areas including signal generation, portfolio construction, and risk management.
• Designing and developing economically sound and valid investment insights and associated trading signals for strategies.
• Spearheading research to revamp existing models with the addition of new alpha signals and risk aversion conditioners and develop new models.
• Developed new systematic trading strategies for the managed futures fund
• Contributed to developing alpha-generating strategies in most asset classes, including fixed income, stocks, commodities
• Creating risk management framework to monitor and avoid out-of-model risks seeking to maximize returns.
• Research and back-test signals based on derivatives instruments
• Develop new strategies and initiatives across behavioural finance and macro fundamental including Managed Futures products and GTAA strategy.
• Responsible for managing junior researchers
• Developing new alpha insights and delivering significant improvement
This is a senior level position therefore in order to apply you should have prior management experience and an excellent statistical background in addition to experience working within the managed futures-trend following space or systematic global macro within a fund.
This is a market leading fund with an excellent market reputation and a solid team.
Please note that applicants should have an outstanding academics from a leading university at minimum of PHD level in addition to solid experience in a high performing-well respected buy side firm.
The ideal candidate will have solid economic understanding-training which provides the basis for their research ideas.
This is a newly created position will a view to a hire being made as soon as possible.
Please feel free to call with any specific enquiries.
Utmost confidentiality assured. Please apply directly to apply.a33hoity3h@selbyjennings.aptrack.co.uk or visit our Website, www.selbyjennings.com. Please send all CV?s in word format.
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