Our client, a leading systematic hedge fund, hope to hire a systematic researcher to join a PM who has recently joined the firm. The PM experienced Systematic Macro Portfolio Manager who focuses on mid frequency strategies in FX, Bonds, Equity Indexes, & Commodities.

The successful candidate will be responsible for alpha research and will work alongside 2-3 other Researchers and a QD/QR hybrid. This is an incredible opportunity to join a fast expanding group.

Responsibilities of the Role:

• Research, develop, and participate in all aspects of alpha modeling, including data scouting, hypothesis generation, back-testing, and production monitoring.
• Support ongoing alpha research projects and help bring them to production.

Requirments of the Role:

• Experience with Bonds, FX, Equity Indexes, and Commodities.
• At least 5 years in systematic trading, particularly mid to low frequency strategies.
• Masters or PhD in a quantitative field.
• Proficient in Python in a Linux environment.
• Strong statistical skills (forecasting, clustering, optimization).

For more information, please apply below or email our Associate Director, Tom, on tom.oc@capitalmarkets.ie