Senior Macro Quantitative Researcher

Role and Responsibilities:

Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, back-testing, and performance monitoring.
Execution optimization: improving execution algorithms by working with tick data, and running post-trade analysis
Evaluating new datasets for alpha potential
Developing trading hypotheses and creating new alpha signals e.g. time series, cross-sectional, economic indicators, factors investing etc.
Contributing to the continuous improvement of the investment process and the team's research and trading infrastructure
Help with the day-to-day running of the portfolio including monitoring of execution algorithms, trade reconciliation and risk constraints analysis

Requirements:

PhD in mathematics, physics, econometrics, machine learning, computer science, finance or other quantitative disciplines
5+ years' of relevant experience researching systematic strategies including experience on his/her own research trading strategies and signals that can be deployed
Time series and Machine Learning modelling experience, working with large and complex data sets
Strong programming skills with a high level of proficiency in Python and MySQL
Detailed knowledge of Futures covering: Rates, FX, Equity Indices/Sectors, Commodities
Strong analytical and quantitative skills
Willing to take ownership of his/her work, working both independently and within a small team
Experience with researching intra-day futures strategies is a plus