Job responsibilities/duties
This role involves conducting research and back-testing of quantitative strategies to identify macro trading opportunities and improve existing strategies. This includes supporting the portfolio manager in implementing these strategies and optimizing macro trading with a focus on both the FX and Rates markets. Additionally, the position requires close collaboration with traders and portfolio managers to seamlessly integrate these models into trading platforms, ensuring a cohesive and efficient trading process.
Qualifications
Proficient in programming languages, including Python, R, C++, Linux, SQL, and MATLAB, with expertise in quantitative analysis and statistical analysis.
Min years of experience
At least one year of experience in a similar role at a fund or bank is required.
Any other skills and requirement
Strong analytical and problem-solving skills with attention to detail, along with the ability to work independently and collaboratively in a team environment. Adaptable in learning and applying quantitative methods for the team.
Preferred field of study/educational level
Master's or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related quantitative field.
Bachelor's degree holders with significant relevant experience will also be considered.
