Quantitative Researcher Opportunity

Fixed income/Macro Location: London, Switzerland, Dubai A leading hedge fund with £5billion+ per AUM is looking to expand its mid-frequency trading team in fixed income and macro strategies.
We're seeking junior to mid-level quantitative researchers or developers with 1-6 years of hands-on experience in quantitative finance.
This role offers a unique opportunity to develop and enhance mid-frequency models for fixed income and macro markets, working closely with a skilled team and contributing to impactful trading strategies.
The team's PM has a proven track record spanning over 8 years, with 2 years of positive experience at the current company.
This means the right quantitative researcher will join a pod where they have the opportunity to learn and develop from their peers and those above them.
Key Responsibilities: Develop and refine mid-frequency models to capitalize on opportunities in fixed income and macro markets.
Conduct quantitative research to identify new signals and optimize existing models using macroeconomic data and fixed income instruments.
Support model implementation in Python ensuring efficiency and reliability for real-time trading.
Collaborate with a focused team, gaining exposure to the full lifecycle of mid-frequency strategies within fixed income and macro.
Requirements: 1-6 years of experience in quantitative research or development, with a focus on fixed income or macro strategies.
Proficiency in Python for model development.
Strong analytical skills and experience working with large datasets in a trading or financial environment.
Ability to work collaboratively in a fast-paced setting and contribute to the team's performance.