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Quantitative Researcher - Systematic Macro Strategies

Integer Executive Search Ltd
London
1 year ago
Applications closed

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Statistics & Data Science Innovation Hub Principal Data Scientist

Our client, a leading Global systematic trading hedge fund, is looking to quantitative researcher(s) to help build out a systematic macro (futures, FX, and vol) business. Core focus will be working on short-term to mid-frequency alpha strategies.


Responsibilities:

  • Develop systematic trading models across fixed income, currency and commodity (FICC) markets
  • Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy back-testing, and production implementation
  • Perform feature engineering with price-volume, order book, and alternative data for intraday to daily horizons in mid frequency trading space
  • Perform feature combination and monetization using various modeling techniques
  • Assist in building, maintenance, and continual improvement of production and trading environments coupled with execution monitoring.
  • Contribute to the research infrastructure of the team.


Requirements:

  • Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
  • 2-5 years of experience in macro quantitative trading, preferably FICC
  • Experience synthesizing predictive signals for both cross-sectional and time-series models driven by statistical/technical, fundamental, and data driven signals
  • Ability to efficiently format and manipulate large, raw data sources
  • Strong experience with data exploration, dimension reduction, and feature engineering
  • Demonstrated proficiency in Python. Familiarly with data science toolkits, such as scikit-learn, Pandas. Experience with machine learning is a plus
  • Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
  • Collaborative mindset with strong independent research abilities
  • Commitment to the highest ethical standards


For a discreet and confidential conversation please feel free to contact me directly on email at or on my direct line+353 1 697 8631

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