Job Description
Responsibilities
* Develop and calibrate quantitative macro models spanning rates, FX and commodities
* Identify, test and incorporate new signals and alternative datasets into systematic frameworks
* Track model-driven trade ideas and circulate insights promptly to investment stakeholders
* Produce rigorous research notes and presentations on standalone projects and thematic macro views
* Design, extend and support the team’s research infrastructure and shared codebase
* Enhance dissemination and visualisation of model outputs and performance
* Enforce sound engineering standards: version control, documentation and testing
* Present findings and model behaviour to Portfolio Managers, Strategists and Trading
* Collaborate across assets and time zones; help position the quant function internally and externally
* Participate in selected client interactions and research briefings
Requirements
* Degree (BSc/MSc) in a quantitative discipline with strong statistics, econometrics and mathematical methods
* Hands-on experience building systematic investment models in macro or multi-asset settings
* Advanced Python (pandas, NumPy); SQL and Git exposure advantageous
* Proficient with Excel; familiarity with Bloomberg or similar market data terminals preferred
* Skilled at handling and interrogating large-scale financial datasets
* CFA or comparable market-facing qualification is a plus
* Clear communicator able to translate quantitative concepts to varied audiences
* Team-focused, effective working with investment and technology counterparts