Systematic Macro Portfolio Manager
Salary undisclosed
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Our client is seeking an experienced Systematic Macro Portfolio Manager to drive alpha generation and risk-adjusted performance through cutting-edge strategies in global macro markets.
Responsibilities:
- Independently design, develop, and manage a systematic macro trading portfolio focusing on liquid global macro markets, such as rates, FX, equities, and commodities.
- Research and implement systematic trading strategies leveraging quantitative techniques, alternative datasets, and macroeconomic insights.
- Conduct rigorous portfolio and risk analysis to ensure strategies align with firmwide risk and return objectives.
- Manage a team of researchers and junior portfolio managers. Collaborate with researchers, traders, and technologists to optimize execution and portfolio construction.
- Utilize econometric models, nowcasting, and forecasting techniques to identify actionable opportunities in macroeconomic trends.
- Employ advanced programming (Python, R, SQL) and analytical tools to integrate alternative and traditional datasets into investment processes.
Qualifications:
- Minimum of 10 years of experience in systematic or discretionary macro trading, with a strong track record of risk-taking and consistent performance in a buy-side environment.
- Proven ability to generate alpha independently and manage portfolios at scale.
- Proficiency in quantitative methods, programming (Python, R, SQL), and statistical/econometric modeling.
- Experience leveraging alternative datasets and implementing systematic strategies in global macro markets.
- Deep understanding of macroeconomics and its application to global markets, including rates, FX, and commodities.
- Strong preference for candidates with management experience, including mentoring and developing junior team members.
- Advanced degree in Mathematics, Economics, Computer Science, or a related field is preferred.
- Strong interpersonal and communication skills to collaborate effectively across multidisciplinary teams and present investment ideas to stakeholders.