Intraday Futures/ FX Quant Researcher/ Global Locations / £ Base Bonus

Role:- As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques. Your role will involve:- • Statistical modelling of financial and non-financial datasets, examining real-world data. • Delivering high quality statistical research output against our research goals. • The opportunity to make an impact on the continued build out of Systematic Macro infrastructure . • The opportunity to deploy capital across FX, EM FX, Rates, Commodities and Equites asset classes. Requirements:- • 3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates. • Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling. • Experience of building and running systematic intraday futures/ FX strategies. • A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc). • Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics • Strong programming skills in either C++ / Python. Apply:- Please send a PDF resume to