Quantitative Macro Strategist

Marbella

RavenPack is searching for a Quantitative Macro Strategist to join the Data Science Team at our Spanish headquarter.

As a Quantitative Macro Strategist, you will be participating in the development of new products, as well as showcasing the value of our data for trading and investment purposes across various asset classes and time horizons, with a focus on global macro strategies.

You will be reporting directly to the Chief Data Scientist and will interact with peers across various lines of business and technical teams to support projects that will span big data analysis and product development among others.

The ability to communicate effectively in English both in writing and verbally is a must.

European legal working status is required.

We offer competitive compensation and a fun working environment. Relocation assistance is available.

Responsibilities:

You will be part of the Macro Data Strategy team, focused on creating macro insights and research papers to further build RavenPack’s brand as a thought leader in the alternative data industry. You will be working independently on practical use-cases showcasing the value of our data across various asset classes. Furthermore, your responsibilities will include:

  • Detecting, confirming, and amplifying predictive signals in our data while filtering out non-relevant information.

  • Providing data insights and discussing your research with the top quantitative researchers and macro investors in the industry.

  • Communicating complex analytical concepts in a clear and concise manner.

Requirements:

  • Ph.D./MSc in a technical discipline with a focus on quantitative finance, economics/econometrics, or related fields.

  • Outstanding quantitative, analytical, and problem-solving skills, with the ability to develop original research.

  • 3+ years of work experience in fundamental macro research, macro strategy, and market commentary.

  • Experience in one or more of the following languages: R, Matlab, Python.

  • An enthusiastic and collaborative approach to research and the desire to work with colleagues as smart as you.

Desirable:

  • Experience working with large data sets and noisy data would be an advantage.

  • Experience with Machine Learning in Finance is highly desirable.

  • Experience with Alternative Data in Finance is a plus.

About RavenPack

We help organizations extract value and insights from large amounts of information - and we do it quickly and easily. Our products allow clients to enhance returns, reduce risk and increase operational efficiency. Today, we serve some of the most sophisticated banks, hedge funds, and organizations in the world.

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.