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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
We are currently working with one of the leading Systematic Global Macro funds who are looking to add a quant researcher/PM to their London based role.You will be working within the portfolio management team responsible for Implementation, Portfolio optimisation and construction and overall management of the allocation, risk management and analytics.The ideal candidate will have worked within a Multi Asset absolute return/Macro Investment Team (including quantitative strategists and research) with responsibility for the portfolio construction and implementation within the Macro Fund.You should have worked in a similar role with the following responsibilities:* Responsible for portfolio construction, investment process and risk management for the Global Macro strategy* Use of highly quantitative approaches across all asset classes* Developing Multi-Asset Quantitative Tools and frameworks from scratch* Implementing Strategic Asset Allocation and Tactical Asset Allocation Strategies into the Multi Asset/Global Macro Portfolio* Developing quantitative idea creation frameworks that allows for the identification and the subsequent execution of unique investment trades and ideasTo apply you must have:•Extensive Portfolio management experience in Macro•Knowledge of markets structure, participants, trading venues and microstructure•Proficiency with NumPy/SciPy/Pandas or similar and expert level Python, or R.•Portfolio construction expertise•Understanding of portfolio risk modelling and risk management techniquesExperience working within a Quantitative GTAA role would be highly relevant as you with be charged with the Quantitative Asset Allocation (Cash and Derivatives based) across all asset classes for a Flagship Global Macro strategy.If you feel like the above requirements matches your profile, then please send your CV to