Systematic Macro Portfolio Strategist
1 week ago
Caxton Associates is a global trading and investment firm with a long history of managing client and proprietary capital.
We are seeking an experienced Portfolio Manager specializing in Systematic Macro strategies to join our team.
In this role, you will be responsible for managing a significant capital allocation and overseeing rigorous risk management across all active positions.
We place a high value on collaboration and regular discussions about global macroeconomic trends, geopolitical developments, and the evolution of financial markets.
Key Responsibilities:
- Independently manage a significant capital allocation by creating, executing, and monitoring a Systematic Macro strategy.
- Construct portfolios based on robust data-driven trading strategies that are uncorrelated with traditional capital markets and CTA strategies.
- Conduct thorough research and back testing of trading strategies, applying ingenuity and creativity to identify new sources of alpha.
- Utilize stringent volatility control frameworks and combine multiple sources of alpha.
- Collaborate effectively within a global team environment, learning from and adding value to collective insights and expertise.
- Ensure strict compliance with all industry rules, regulations, and internal company policies.
Requirements:
- Proven track record in Systematic Macro, demonstrated by robust investment acumen and a Sharpe Ratio greater than 1.5.
- A minimum of 5 years of experience in portfolio management, preferably within a hedge fund.
- Proficiency in programming skills, advanced quantitative methods for analysing large data sets and pattern identification, as well as portfolio construction methodologies.
- Demonstrated expertise in macro product sets including futures, FX, and swaps, with the ability to build a front-to-back systematic investment framework with minimal regular human intervention.
- Humility and the capacity to thrive in a highly collaborative global team, with a strong desire to learn from and alongside other investors.
- Unwavering commitment to the highest standards of ethics and integrity.
- Exceptional decision-making abilities, capable of performing well under pressure.
How to Apply:
To apply, please submit your CV, a detailed account of your investment track record (including evidence of a Sharpe Ratio greater than 1.5), and a comprehensive outline of your proposed investment strategy and process.
At Caxton Associates, we welcome candidates who are passionate about collaboration and have a keen interest in financial markets.
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