Quantitative Researcher - Cta

Company Insight:

The PM is looking for a junior QR with proven experience/specialism in CTA strategies to join and aid their new cycle of research. Leading the effort to identify and extract alpha signals from varied datasets, you will be at the heart of scaling these into aggregate systematic strategies that generate significant returns from re-compositions of US and global indexes.

Owing to the team’s ‘pod’ structure, this role is highly business-impactful with a high-degree of opportunity for idea generation and chance to directly influence PnL.

Your Role:

• Devise and upkeep automated CTA - and broader market - forecasting strategies
• Combine fundamental market knowledge with advanced statistical and machine learning techniques to search for alpha signals
• Exposure to entire research cycle - form data gathering and idea generation to signal implementation, back-testing and post-trade analysis.
• Collaborate closely with the PM - an impressive individual with over a decade’s experience in Quant Macro

Experience Required / About You:

• 1-3 years experience working in a systematic environment as a quant researcher or quant analyst
• Prior exposure to CTA strategies across various asset classes.
• Technically strong and Python proficient
• Advanced competence in statistical modelling (Bayesian, stochastic, time series etc.) and/or machine learning.