Role : -
This is a Director level position and they are expanding their portfolio so they want to diversify at this stage . Your role will be to focus on short term strategies in either futures or FX and work on the alpha generation of the strategies.
You will be very hands on and working in a small team of 3-4 quant portfolio managers focusing solely on low capacity strategies.
You will work on the formulation of ideas and strategies in the automated trading space, seen through to implementation and running live in the FX / Futures markets
Requirements : -
You must have a minimum of 3 years experience in researching , developing and trading systematic strategies in a bank or a hedge fund within Futures OR FX.
In-depth understanding of research, back-testing, implementing statistical arbitrage or market making strategies. Ideally , they want a person who understands the markets and can really stand on their own feet from day one
MSc / PhD in a quantitative discipline from a top University .
Coding experience in Python / C++.
This role is ideal for a person who likes the idea of working in a start- up environment and wants to keep a healthy work life balance.
Also , perfect for candidates who either want to be based in Geneva or who would be excited about working remotely.
The fund has a collaborative research oriented team environment being a start up.