Systematic Researcher - Cross-asset Research
Publicerad 2025-03-10
Job Description
We are looking for an experienced Systematic Researcher to join a leading Global Macro hedge fund. The role will focus on medium-term, cross-asset research, combining both technical analysis and macro perspectives. The successful candidate will develop and optimize systematic trading strategies across multi-asset futures and forwards (rates, equities, FX, and commodities), leveraging price, volatility, and macro fundamental data.
Key Responsibilities:
- Conduct medium-term, cross-asset research, utilizing technical and macro analysis to inform strategy development.
- Develop and test systematic strategies such as trend-following, carry, and relative value (RV) approaches.
- Analyse price, volatility, and macro fundamental data for strategy generation with a medium-term focus.
- Build and refine machine learning models to support cross-asset research and strategy performance.
- Apply risk management techniques such as risk parity optimizers and drawdown measures.
Required Skills & Qualifications:
- Strong experience in systematic strategy research, particularly in technical and macro perspectives.
- Expertise in multi-asset futures and forwards (rates, equities, FX, and commodities).
- Proven track record in global macro, trend-following, and relative value strategies.
- Know...