Quantitative Macro Strat for a World Leading Hedge Fund

Our client (a world leading hedge fund) seeks a Quantitative Macro Strat. Responsibilities: You will be involved in all facets of the investment process: portfolio design and refinement, creating and validating predictive hypotheses, expanding models to encompass more assets, and aiding in the conception of products employing these models. Requirements: - Candidates must be graduates from top-tier universities and should have achieved top-class rankings. Technical majors (mathematics, computer science, physics, statistics, engineering, etc.) only. - Proven expertise in using numerical and statistical methodologies to create robust trading indicators from market information, gained through experience in a buy-side company.

Created: 2025-03-01