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.
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…
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.