The client - a Global Macro Fund (>$100bbn AUM) - is looking to hire a Global Macro Strategist to join their centralized Research Team. This role reports directly to the head of the group and would effectively be their deputy/#2. This person will be responsible for building models that bring the firm's ideas to life by providing the PMs/Traders quantitative insights/analytics that drive their investment process.
- Researching/developing/implementing quantitative pricing models across FX, rates, and equities.
- Providing quantitative insights/analytics to different PMs/traders as a way to drive their investment process.
- Contribute to the innovation and maintenance of their existing quantitative library.
- Leading data science initiatives that cover areas such as alpha generation, positioning, portfolio construction/optimization, etc.
- 6+ years experience doing quantitative modelling for FX/FI products
- 4+ years experience in Python/C++
- Communication skills necessary to interface with senior leaders to explain complex ideas to them
- PhD in a quantitative field is preferred
- Preference for candidates coming from the buy-side.