Job Details
Role: Commodities Quantitative Researcher (Global Systematic Macro)
Location: New York (can also be located in Zug, Switzerland or London)
Elite Buy-side Investment Management Firm ($60bn+ AUM)
Non-compete: Can wait up to 2 years
Ideal Candidate will have experience working in for either buy-side or prop trading firms.
Market leading compensation and benefits on offer!
Our client a global investment management firm with an AUM OF $60bn+ are looking to expand their collaborative systematic global macro team.
Key Day to Day Responsibilities:
- Discover and incorporate new global markets and datasets into the current framework.
- Analyze and manipulate extensive and diverse datasets to inspire ideas and conduct alpha research, with a specific focus on the commodities sector.
- Conduct thorough research to formulate signals, utilizing various market and fundamental datasets for systematic trading strategies.
- Foster transparent collaboration with the Senior Portfolio Manager and the team, engaging in every phase of the investment process from idea inception to execution, with particular attention to the global commodities market.
Key Experience Required:
- Masters or PhD in quantitative subjects such as Applied Mathematics, Computer Science, Statistics from a top-ranked university
- 3+ years experience working as a quantitative researcher with a focus on Ags, Energy, Metals, Fixed Income, FX or Equity Index strategies.
- Strong Python Programming experience (familiarity with C is Beneficial)
- Displayed expertise in working with extensive and varied datasets, particularly those relevant to commodity markets.
- Knowledgeable in commodities market modeling, encompassing futures curve modeling and cross-market relationships.
Market leading compensation and benefits on offer!
Email ...@search-technology.com if you have any questions.