Systematic Researcher – Intraday Rates Futures & Equity Derivatives
Our client is a leading investment management firm with a strong focus on emerging markets. Their experienced London-based team utilizes a macro framework, combining both fundamental and systematic investment processes across multiple asset classes, including interest rates, credit, FX, equities, and commodities.
Role Overview:
As a Systematic Researcher, you will focus on the research and development of strategies related to intraday rates futures, equity index volatility, and flow equity derivatives. The role requires leveraging macroeconomic insights and systematic approaches to build and optimize strategies across multiple asset classes, with a strong emphasis on emerging markets.
Key Responsibilities:
Research and develop systematic strategies for intraday rates futures and equity index volatility.
Analyse flow equity derivatives strategies to provide actionable insights.
Collaborate with internal teams to integrate research into live trading systems.
Monitor and refine strategies using macroeconomic trends, across emerging and developed markets.
Key Requirements:
2-5 years of experience in systematic research, ideally on the buy-side (sell-side QIS considered).
Strong quantitative and programming skills (Python, R, etc.).
Solid understanding of emerging markets and cross-asset strategy development.
Strong communication skills for presenting research findings to senior stakeholders.
To apply please send your CV to quantresearch@octaviusfinance.com