Quantitative Researcher - Global Macro Hedge Fund Manager

For one of our clients, an Asset Manager based in Geneva, we are looking for a :

Quantitative Researcher - Global Macro Hedge Fund Manager

Job description

A leading Investment manager is looking to add to its Quantitative Research team based in their Geneva offices. The successful candidate will work directly with the CIO and Deputy CIO to add value to the Investment process by working on indicators, trading strategies and portfolio construction. The individual will be responsible for ensuring the integrity of data prior to launching research. The role involves working as part of the wider research team and with autonomy.

Profile required

• Fluent in Python and or Matlab.
• Happy to develop with xlwing and xl front end
• Excellent project management skills
• Familiar with quantitative portfolio construction (markovitz, equal risk)
• Ideally has worked in alpha generation or as a strategist in a previous role
• Experience in Fixed Income, Cross Asset allocation, FX or Volatility
• Mathematics / Computer Science / Statistics Background a plus
• Analytical thinker who demonstrates attention to detail
• Comfortable working as part of a team

All files will be treated with the utmost confidentiality