Job title: Macro Quant Strategist
Job type: Permanent
Emp type: Full-time
Salary type: Annual
Salary: GBP £150,000.00
Location: London, UK
Job published: 2019-04-02
Job ID: 32069
Contact name: Alex Lazaridis
Phone number: 07712599376
Contact email: alex@lazpartners.com

Job Description

Summay:

A Tier-1 HF/Asset Manager is looking for a Quantitative Macro Analyst to work alongside a team of 3 PMs running a $700m book (total firm AUM is $10bn+) invested across rates, credit, fx, and equity indices.

The Role:

The team are looking for a quantitative macro analyst to play a leading role with modelling (macro modelling, assessing relative value of asset prices etc), risk budgeting/portfolio optimization, as well as to spend some time helping with research & idea generation. The split will most likely by 70% quant work/modeling and 30% research & idea generation

Requirements:

  • 5-10 years’ experience
  • MSc or PhD (quantitative/mathematical/economics background)
  • Understanding of macro important – rates/fx (credit also a plus, but not required)
  • Strong modelling skills – proficiency in at least 1-2 out of the 3 below:
    • Economic Modelling: Models to forecast GDP, Inflation etc
    • Models to assess the relative value of asset prices:
      • Where should the Ruble be vs Oil?
      • Where are European banks vs Bunds and the sequence of the Bund curve?
    • Ad-Hoc Models:
      • Example: Argentina Elections - Building a model to forecast what is happening in real-time
  • Someone with a framework for analysing markets, as well as having their own research process/investment process
  • Long-term thinking (not tactical trading) + previous RV experience
  • Academic & research-oriented personality
  • Understanding of portfolio optimization & risk budgeting (important)
  • Active thinker with a passion for markets
  • Articulate communicator and comfortable with having views challenged
  • Team player & a collegial disposition are essential characteristics for this role

Key Selling Points:

  • Tier-1 firm with a high-calibre team
  • The opportunity to be mentored and to learn from some of the most well-respected people in the industry
  • Flat reporting structure
  • Team-driven and collegial environment
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