Quantitative Research Associate – CTA Strategies – Hedge Fund

We are currently working closely with a leading systematic hedge fund based in the US, who are looking to hire a quantitative researcher with around 3-5 years’ experience to grow out their investment team. The ideal candidate will have industry experience working on systematic global macro strategies, ideally on the buy-side.

The firm employs a discretionary trading strategy across asset-classes and offers a diverse approach through leveraging technology and automation of the research process.

What the job will involve:

• Carrying out quantitative research for the global macro portfolio

• Implementing alpha signal research

• Working with large data sets

• Building models

• Close collaboration with senior PMs and traders

What the job requires: 

• In-depth knowledge of a range of asset classes including FX, equities, fixed income and commodities

• Strong quantitative background

• A minimum master’s degree in a quantitative related discipline

• Advanced programming skills

• 3-5 years’ experience developing global macro strategies

This would be a great opportunity to work alongside investment professionals of the highest technical calibre, where you would be able to add value and have an impact on the investment process.

If you meet all the requirements of the role, please send your CV in WORD format to quantresearch@octaviusfinance.com for an initial discussion with one of our experienced consultants.