Systematic Global Macro Research Analyst

Systematic Global Macro Research Analyst High performing hedge fund team in Sydney Strong technical skills in MATLAB, Python, R or equivalent Open to candidates with Hons, Masters or Ph D in an Applied Mathematical discipline Location - Sydney An independent investment firm operates with a flat organizational structure, fostering an environment where self-sufficiency is highly valued.
The position is part of the Systematic Global Macro Hedge Fund team, based in Sydney, and involves responsibilities such as quantitative support for the team, managing systematic quantitative models, and providing solutions for quantitative investment challenges across various asset classes.
The role emphasizes generating and following up on original research ideas, with the candidate taking full ownership of the research process.
The firm's collaborative and research-focused approach requires careful consideration, as it may not align with everyone's working style.
Requirements: Strong tertiary qualifications (Hons, Masters or Ph D) in an Applied Mathematical discipline e.g.
Physics, Statistics, Actuarial, Econometrics or equivalent.
At least 2 years' experience in a Quantitative team within the Financial Services domain (advantageous).
Technical skills in MATLAB, R, Python, C/C++/C# or equivalent.
Strong communication skills verbal/written to present and work across teams.
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