Quantitative Macro Analyst

Recruiter
ParagonAlpha
Location
London, United Kingdom
Salary
£150k
Posted
19 Nov 2022
Closes
19 Dec 2022
Ref
17834166
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:

  • Providing support to the Portfolio Manager in all investment and non-investment activities related to the successful and efficient running of an absolute return portfolio.
  • Perform quantitative analysis and research under guidance from the Portfolio Manager, own intuition, and in collaboration with other investments teams.
  • Generating high quality research, trading strategies and ideas under the guidance and supervision of the Portfolio Manager.
  • Developing tools and other suitable algorithms to benefit the performance of the portfolio.
  • Automate any and all possible processes to improve the efficiency and facilitate decision-making processes.
  • Conduct ongoing risk analysis on the portfolio, performance screening, attribution, risk and any other additional reporting requirements over varying levels to support evaluation, understanding, measurement and management of the portfolio.


Requirements:

  • Experience with rates derivatives, across research and strategy, specifically within options instruments.
  • Working knowledge of rates volatility strategies.
  • Will have generated fully researched and successful trade ideas along with suggested implementation strategies.
  • Have proven capability of building market screeners, pricing, optimisation and risk tools that can be used by the Portfolio Manager.
  • Technically advanced in Excel, VBA, SQL, Python and other relevant coding languages or systems such as R, Matlab etc.
  • Highly numerical and possess a Masters equivalent (or above) degree in a mathematical or related subject.


This is a chance to join one of world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, to include strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.

Please get in touch or send your resume to:

ebunyan@paragonexecutive.com to discuss further

www.paragonalpha.com