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Intraday Macro Quantitative Researcher, London

Il y a 2 mois

Paris, Ile-de-France Selby Jennings Temps plein

I’m working with an established pod at a $5Bn+ hedge fund in Paris who are looking for a mid-frequency quant researcher to work on alpha research and portfolio construction. The idea is to develop this individual into a sub-PM profile to take on a proportion of the book.


The pod have been trading for over 2.5 years at the fund and the PM has a track record spanning 9 years. Strategies are intraday macro, with some trend-following strategies too. The hedge fund provide top-class data and infrastructure for systematic trading, meaning you can get strategies up and running in a relatively short period of time. The pod are split between London and Paris.


What You’ll Do:

  • Conduct alpha research focused on mid-frequency macroeconomic signals across asset classes such as currencies, commodities, fixed income, and global equities.
  • Build and refine quantitative models to generate predictive insights, uncovering trading opportunities rooted in macroeconomic data, policy shifts, and market dynamics.
  • Integrate traditional and alternative data sets to enhance model accuracy, identifying patterns that others miss.
  • Work closely with a senior Portfolio manager to translate your research into actionable trading strategies.


What We’re Looking For:

  • Advanced degree (Master’s/PhD) in quantitative fields such as finance, economics, mathematics, statistics, or a related discipline.
  • 2+ years of experience in alpha research, particularly within a hedge fund or proprietary trading environment.
  • Proven ability to develop mid-frequency models, utilizing both economic fundamentals and big data.
  • Strong programming skills in Python, R, or other relevant languages.
  • Deep understanding of global macroeconomic indicators, central bank policies, and their impacts on asset prices.
  • A creative, inquisitive mindset with the ability to find alpha in complex, dynamic markets.