Quantitative Macro Strat for a World Leading Hedge Fund

Our client (a world leading hedge fund) seeks a Quantitative Macro Strat.ResponsibilitiesYou will be involved in all facets of the investment process: portfolio design and refinement, creating and validating predictive hypotheses, expanding models to encompass more assets, and aiding in the conception of products employing these models.Requirements Candidates must be graduates from top-tier universities and should have achieved top-class rankings. Technical majors (mathematics, computer science, physics, statistics, engineering, etc.) only. Proven expertise in using numerical and statistical methodologies to create robust trading indicators from market information, gained through experience in a buy-side company.