One of the best capitalized and stable hedge funds in the United States with a presence in NY and CT is looking to further develop its Macro Futures systematic trading portfolio.

Existing Team

With access to "best of class" resources, founding members of the systematic Macro futures group, wish to grow the team by hiring a small number of elite alpha generator / traders and software engineers to help them grow the portfolio, strategies and platform further.

As a member of this close knit team and depending on your background and experience, you will work on some of the most unique systematic trading ideas and computer programs.

The opportunity

For those joining this group and firm, the opportunities are endless. At the highest level, the firm is regarded to be one of the most stable, well capitalized and risk managed in the world. In terms of resources, this group and the systematic portfolios at large, enjoy the benefits of a cutting edge and constantly evolving trading infrastructure. At the group level, you have access to some of the world's best macro traders. The structure is flat and collegiate and will allow you the opportunity to accelerate your career by taking ownership of and further developing parts of an already successful macro systematic futures business.

Qualifications

The group is a tight mesh of quantitative traders who are either from a strong technology or strong quantitative background. The aim is to continue shaping the team in this versatile way by bringing in and retaining people from these different skills sets and backgrounds. As a team member, you will be encouraged to contribute to those aspects of the systematic trading life-cycle you know well as well as thrust yourself in to those aspects you feel less comfortable with.

You will most likely be educated to PhD level (but not always).

You will have between 1-6 years deep front office experience in at least one (ideally two or more) of the following areas:

• Quantitative research, alpha generation and authoring of systematic trading algorithms.
• C++/Java implementation of systematic trading algorithms.
• C++/ Java design and implementation of highly optimized and sophisticated trading platforms and or software.
• Management and ownership of trading risk.

Experience of the above within a Macro futures setting is highly desirable. However, some exposure to this market with broader futures experience is also welcome.

To apply:

Contact

If you find this group and role of interest, kindly contact Tom Singh or his assistant in his London office on +44 (0)20 3178 5678 and or submit your profile to him on t.singh@maven-search.com .

MAVEN SEARCH

BROADGATE COURT 199 BISHOPSGATE LONDON EC2M 3TY

TEL: +44 (0)20 3178 5678