Macro Quant Researcher - VP/ED level Macro Quant Researcher - VP/ED level …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 14 May 21
GBP120000 - GBP200000 per annum + perfomance based bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 14 May 21
GBP120000 - GBP200000 per annum + perfomance based bonus
Great opportunity with a leading US bank for a macro researcher that is looking to move closer to trading providing market commentary and content.

Macro Quant Researcher - VP/ED level

London based

As a Strat your role will be as a senior quantitative trading analyst, working closely with Trading, Research, Technology and the broader Strat group in London.

Using data-science techniques, you will be tasked with producing market intelligence and systematic content & signals, derived from a significant range of cross-asset global data.

This content and signal generation will feed directly into the risk management decision making process across Trading, helping drive more efficient hedging, pricing and liquidity provision to the MS client franchise.

Responsibilities:

  • Provide macro market intelligence to trading management.
  • Develop and maintain systematic strategies for cross asset products that drive the risk management of the trading books
  • Centralise the various efforts in signal analysis in a single platform to be redistributed across trading
  • Perform statistical event studies and analysis of large datasets.
  • Formulation, analysis and backtesting of pricing, execution and risk management strategies and signals.
  • Mentoring and developing junior team members.


Requirements:

  • Substantial commercial experience in a relevant role on the buy side or sell side.
  • Advanced degree in a quantitative subject such as Computer Science, Mathematics, Physics or Statistics, engineering or related subjects.
  • Demonstrate a strong quantitative and analytical background.
  • Strong programming skills in Python/R with experience exploring large datasets.
  • Experience with C++ and/or Java highly advantageous.
  • Excellent communication skills and ability to interact with traders and technology
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