Cross-asset Quantitative Strategist (PHD) – Leading Macro Hedge fund – London

Job title:

Cross-asset Quantitative Strategist (PHD) – Leading Macro Hedge fund – London

Company

Octavius Finance

Job description

One of the most prestigious names in Global Macro investing is currently looking to add a cross asset quantitative strategist/Economist to their team London.You will be a key part of the Global Macro Strategy team, responsible for developing quantitative macroeconomic and strategy models, aiming to inform and further strengthen their investment processes. This includes (but is not limited to) the development of valuation frameworks and a wide range of proprietary macroeconomic models designed to track and forecast economic indicators.The fund is extremely successful and combines rigorous macroeconomic analysis in conjunction with in-depth local research in order to generate strong returns for investors.Responsibilities:Generating macro views across Global Developed MarketsConstructing and maintaining real-time models of economic activity across the DMsDeveloping and maintaining quantitative tools to aid the investment processConstructing and maintaining inflation forecasting modelsConducting economic research to help Develop country-level global macro views.Developing multi asset trade recommendations and investment conclusions that can add value to Macro portfolios (including fixed interest, foreign exchange and equities).In order to apply you must have:Completed a PhD programme from a top University in macroeconomics or finance, with a focus on empirical researchBuilt out an integrated set of economic forecasts, market views and trade recommendations in Rates/FX or sovereign credit.In depth experience programming in at least one of Python, MATLAB or RKnowledge and experience of econometrics (particularly time series econometrics), statistics, Bayesian methods, filtering, forecasting or machine learningExperience working in financial markets, central banking or related areasDeveloped quantitative models to inform views on the Macro universeThis is a high profile position working within one of the most successful Macro funds of Recent years. You should have a strong interest in financial markets, and will be excited about the prospect of applying modern empirical techniques to understanding them.Global applications welcomeIn order to apply please send your CV in WORD FORMAT to or call 02080044001

Expected salary

Location

London

Job date

Sat, 20 Apr 2024 07:29:45 GMT

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