Managing Director, Quantitative Macro Research

Winston Fox ,
London, Greater London
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Job Description

Visa sponsorship and Relocation assistance is available for exceptional candidates Comp: DOA Bonus: DOA Bens: Health, Dental, Vision, Pension, holidays, sick, other ROLE Great opportunity to join a World Leading and multi award winning Hedge Fund with over $30b AuM and 400 staff across London, New York and Hong Kong. The firm is known for excellence Worldwide and is consistently ranked in the top 3 funds Globally for performance, but recognition of the need to retain a competitive edge and drive an environment that encourages innovation. They have a distinctive culture developed over two decades that is meritocratic, challenging, innovative and stimulating. The talent, passion and vision of their employees is the engine that drives the company's evolution. They share a common set of values rooted in integrity, entrepreneurial flair and professional excellence. Consequently, the atmosphere is both collaborative and dynamic, while offering considerable potential for rapid individual advancement. This seat is to join the firm as a key member of the already hugely successful Quantitative Trading Group, your mandate will be to lead a small team of Quantitative Researchers in developing and building their new Systematic Macro business. The team is of exceptionally high calibre and the firm would like to meet with senior leaders who remain hands on in developing cutting alpha trading models, or successful senior researchers who would like to make that step up into leadership, and is able to demonstrate the gravitas and skills required to grow new strategies and team for an Ivy league firm. Responsibilities: * Leading and growing an elite Quantitative Trading Team. Lead from the front. * Designing, building, testing and implementing new systematic and multi-asset trading strategies (generally 2 days to 2 months holding) * Developing and Implementing new statistical models * Maintaining a framework for back-testing and reporting trading strategies * Designing, implementing, and deploying new trading algorithms * Exploring new trading ideas by analyzing data and market structure for patterns * Creating tools to analyze data for patterns * Contributing to libraries of analytical computations to support data analysis and trading * Developing, augmenting, and calibrating exchange simulators * Mentor, develop and grow your teams expertise * As the business grows hire and train further exceptional talent to support the business * Work with other internal teams to effectively manage risk, cost and IT. The ideal candidate will have: * MSc or PhD in Mathematics, Statistics, Computer science, Engineering or a related field * Superior Statistical and Probability practictioner * Strong commercial experience in Quantitative trading strategy research, both multi-asset and systematic. * Possess a complete understanding of the alpha research and development process * Implemented models into production with significant financial allocation * Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis) * Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data * Strong experience in signal generation and statistical models * Good programming skills in either C++, Python, MATLAB, and R * Interest in machine learning, AI (plus) * The ability to think rigorously and independently and cooperate within a small team * Brilliant problem-solving abilities * Buy side or Proprietary experience preferred, but not essential. * Leadership or mentoring experience preferred, but potential is also encouraged to apply. Employment Type: FULL_TIME

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