Quant pod in a multi strategy fund are recruiting researchers for London and Paris.Role:- Quantitative researcher to help build out a new systematic macro (futures, FX, and vol) business. The main focus will be working on mid-frequency alpha strategies. Develop systematic trading models across FX, commodities, fixed income, and equity marketsAlpha idea generation, backtesting, and implementationAssist in building, maintenance, and continual improvement of production and trading environmentsEvaluate new datasets for alpha potentialImprove existing strategies and portfolio optimizationExecution monitoringBe a core contributor to growing the investment process and research infrastructure of the teamRequirements:-PhD in mathematics, statistics, physics or other quantitative discipline. Experience in quantitative trading, ideally in FX or futuresExperience with alpha research, portfolio construction and optimizationExperience building statistical/technical, fundamental, and data driven signalsExperience synthesizing predictive signals for both cross-sectional and time-series modelsStrong experience with data exploration, dimension reduction, and feature engineeringProficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.Apply:-Please send a PDF CV to