Senior Quantitative Strategist, Systematic Macro

Location City of London
Discipline: Quantitative Investing
Job type: Vice President (VP)
Contact name: James Drysdale

Contact email: james@winston-fox.co.uk
Job ref: QMMA1
Published: almost 3 years ago
Startdate: 2021

Why

Quantitative Research is what drives every single investment decision we make in the Global markets. Quantitative Researchers work as a collaborative team to develop short, medium and long-term systematic investment strategies, enabled by a leading-edge research and development platform. The firms Quantitative Research team has been established and growing for over 20 years and holds a stellar, and Global reputation as a World-class quantitative investment manager. This position represents a unique opportunity to join a distinguished and hugely successful quantitative investment team to assist the firm further explore and expand their systematic alphas in the Macro team.

 

Role

Research, create and improve proprietary trading models and strategies focused on the macro markets. Work on a variety of trading strategies and research projects, conduct independent research and originate research topics. Specific responsibilities range from utilizing financial, fundamental, and alt data in an effort to create or improve cross-sectional signals, developing and/or leveraging leading-edge statistical and machine-learning models to enhance the research, creating algorithms to monetize the predictive signals.

 

Candidate

  • Significant depth of expertise in developing sophisticated systematic trading strategies (high, mid, low), not trend or carry

    Significant expertise in one or more of the following assets classes – Rates, Inflation, FX, Bonds, Credit, and Equity

  • Fully hands-on throughout the entire R&D lifecycle

  • Highly experience conducting alpha research from fundamental data

  • Superb Mathematics, Statistics, and Probability skills (theory and practice)

  • Focused on delivering sophisticated, profitable, and well-managed trading strategies/models

 

Available

  • Base salary £150,000 - £200,000

    Total comp linked to performance (target £500k-£800k from yr one)

  • Bonus buy-out & sign-on

  • Ability to personally invest in the firm's funds

  • Free breakfast/lunch/snacks/coffee shop, free gym and personal training

  • Executive pension, private health and dental

  • 25 days’ vacation and 4 weeks sick pay P/A

  • Flat, meritocratic and collaborative culture

  • Exceptional support structure, several high-level "expert" team members (IT, Compliance etc)

  • Fast-paced and zero bureaucracy culture, totally meritocratic but with collaboration

  • Exquisite working environment and culture, extensive staff retention/average tenure etc