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 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
- 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