Global Macro Strategist - FICC Global Macro Strategist - FICC …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 25 Oct 21
USD300000 - USD600000 per year
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 25 Oct 21
USD300000 - USD600000 per year
Selby Jennings QRF
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.

Responsibilities:

  • 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.

Qualifications:

  • 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.
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