Quantitative Strategist: number #2 to the senior global macro portfolio manager. Responsible for research, modelling and development of sophisticated investment strategies, analytics, and tools in a collaborative and consensus-driven environment.
The core strategy is a discretionary macro with a strong focus on rates and fx, with a healthy dose of options and volatility products. The core strategy, although discretionary in nature, heavily uses quantitative/technical/and data-science techniques, and the PM is also highly quantitative and technical. Beneath the core risk is several smaller fully systematic strategies, again focused on rates/fx, that are constantly being developed to produce additional PNL.
This client is looking for a multi-talented individual, as the mandate covers a significant area of responsibility, and would likely suit an experienced Quant Strat who would like to be mentored and trained into becoming a full risk-taker themselves in the future. The successful candidate will work in partnership with the PM on strategy research, analytics, tools dev, execution, working with the street, portfolio construction, sizing etc. This client is not expecting to identify someone who is excellent in all areas, but candidates should have a successful professional track record in macro quantitative research (FX or Rates), strategy development, analytics, execution, and programming.
This position is pitched at mid-level seniority and is expected to be for candidates from VP to Director level. Quants with alpha macro research experience at other top tier hedge funds and proprietary traders are highly desirable/actively sought.