MD/ Director level quantitative CTA researcher

MD/ Director level quantitative CTA researcher – Multinational Systematic Hedge Fund

 

The client is a multibillion systematic hedge fund that applies a highly quantitative and highly automated approach to investing, using various quantitative models, and techniques. The fund have for the last decade built an extremely strong investment track record using L/S statistical arbitrage models to trade global equity markets, and is now launching a new trend following CTA initiative to trade futures and commodities markets.

The role:

To lead the funds global CTA initiative, tasks will include collaborating with senior management on research agenda, coordinating tasks and allocating projects within global research teams. On-going collaboration with data and trading on relevant issues; back testing, data feeds, etc…

Requirements:

Proven track record in researching and/ or trading successful CTA strategies, and a front-to-back understanding for the alpha process, as well as understanding relevant data issues, and risk management

Most likely a PhD, or MSc from a top University in a highly quantitative field.

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