Cross Asset Researcher
other jobs eFinancial Careers
Added before 3 Days
- England,London,City of London
- full-time
- Competitive salary
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.
*Knowledge of machine learning and its application in quantitative finance.
*Advanced programming skills (e.g., Python, R, MATLAB).
*Understanding of risk management techniques, including risk parity and drawdown management.
To apply, please send your CV to
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.
*Knowledge of machine learning and its application in quantitative finance.
*Advanced programming skills (e.g., Python, R, MATLAB).
*Understanding of risk management techniques, including risk parity and drawdown management.
To apply, please send your CV to
Job number 2259285
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eFinancial Careers
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