As a full-time systematic macro quantitative analyst, you will be responsible for developing econometric or machine learning models informed by cyclical and deep-dive research into the outlook for key developed macro-economies with the objective of implementing systematic portfolio hedging strategies. These strategies serve a core component in optimizing portfolio risk through defending against risk-off environments via the deployment of index-level futures and options hedging strategies.
The macro quant position is only open to individuals with a minimum of 1-4 years’ of relevant applied research experience. This role is currently accepting applications to join Churchill Asset Management in one or more of the following capacities:
Graduates (with applied macroeconomic research experience through research honours, masters, and/or doctoral programs)
Key Duties & Responsibilities
Conduct cyclical economic research covering key developed economies to inform the funds’ hedging strategies and optimize tactical exposures
Carry out quantitative economic modelling and analysis using a combination of economic, market, fundamental, and alternative data to deliver a systematic portfolio hedging strategy
Deeply engage in feature selection, feature engineering, quantitative model design, hyperparameter tuning, and back-testing to maximize risk-return of the fund at the market level
Share insights with the broader macro, fundamental, and quant teams for the cross-pollination of ideas to enable strategy integration
Design, build, and maintain a quantitative strategy back-testing module and model monitoring tools
Tertiary qualifications in Economics, Econometrics, Finance, Mathematics or a related field
Minimum 1-4 years’ research experience as a macroeconomist or strategist working with an institutional investment manager, investment bank, government treasury department, central bank, or public/private research institution (including universities).
Experience in carrying out structured economic research to deliver high conviction views.
Experience in undertaking significant research and forecasting of the outlook for major economies and economic conditions (including GDP, employment, inflation, interest rates); and corresponding patterns of response of the major equity market indices that are likely to ensue.
Knowledge and capability to undertake statistical analysis, feature engineering, econometric modelling and forecasting, and/or training machine learning models.
Strong proficiency in Python, a strong eye for detail and focus on accuracy of work.
Must be comfortable dealing with uncertainty and taking a view relative to consensus.
Churchill Asset Management
This is a rare and exciting opportunity to join a buy-side global equities fund manager that specialises in identifying, evaluating, and investing in listed companies engaged in technological innovation: Innovation that is radically transforming the way we live and advancing human progress.
Our global equities investment programmes provide you with the opportunity to become an integral part of our global equities research team with responsibilities in one of the following key areas:
Fundamental equities research coverage of stocks underpinned by technological or biotechnological innovation
Quantitative portfolio strategies via development econometric and AIML models to defend against market risk.
Tailored access to institutional resources will be provided, allowing you to develop your approach to analysing listed companies and/or tactical investment opportunities that fall within the scope of our investment philosophy.
In-house fully customized internal quantitative data and model pipelines with an unique array of traditional and alternative data
Bloomberg serves as our financial terminal for analysts
Access to prime broker equities research as a point of reference
Valuation modelling training for our fundamental graduates and interns
The learning curve for early career candidates will be steep, however, formulating a compelling investment thesis is key to driving investment decisions within our portfolio.
SUBMIT YOUR APPLICATION NOW!
Applicants must log into their own Gmail account, or create one to ensure file security. Applications will be screened by position on a rolling basis. Submit your application today!