Macrosynergy is looking for a Data Scientist to join our team.

The role:

The candidate will contribute to the construction and maintenance of the J.P. Morgan Macrosynergy Quantamental System (JPMaQS) and to research in how this applies to trading strategies.

JPMaQS is a service that makes it easy to use quantitative-fundamental (quantamental) information for systematic trading as well as for discretionary trader support tools. By linking economic fundamentals directly to investment strategies, JPMaQS is reshaping how institutions extract value from macroeconomic information.

The role will be varied and include:

1. maintaining and building new data content for JPMaQS to expand the live system on JPMorgan infrastructure;
2. extending the open-source Macrosynergy Python package;
3. contributing to cutting-edge research on applying quantamental data to asset allocation; and
4. engaging with and supporting clients, including sophisticated asset managers and hedge funds.

Qualifications:

The key technical requirements are:

• Quantitative background in STEM, Economics, Finance, or Computer/Data Science
• Mastery in Python is essential as demonstrated by past projects. Use of Git is essential, experience working with SQL desirable
• Strong practical experience in using statistics, and/or machine learning, or econometrics
• Ability to multi-task and enjoy solving technical challenges
• Work responsibility is varied; the role will be given a lot of scope and ownership over solving problems
• Excited about working with data

The candidate will work in a collaborative environment of quant economists, data scientists, statisticians, and developers.

You will greatly benefit from this assignment if you:

• have strong communication skills (role will involve liaising with clients)
• are conscientious, maintain a good attention to detail, are hardworking and have a ‘can do’ attitude
• like finding innovative solutions for difficult problems; and
• wish to upgrade your know-how and standing in the financial industry

The position is suitable for candidates who have worked for at least 2 years (ideally) in a relevant role and can “hit the ground running”. The role is ‘office based’(5 days) in central London with some flexibility to work remotely up to 20 days a year.

About the company

Macrosynergy is a pioneer of quantitative fundamental, or quantamental, macro trading strategies – advanced quantitative methods with fundamental information. Modern statistical learning and macroeconomic research are complementary and essential for efficient, ethical, and sustainable investment management. We help asset owners and managers in all stages of macro-quantamental investment management based on nearly three decades of experience across asset management, proprietary trading and macroeconomic research.

Application

Please apply by sending a covering letter, example code, and your CV to opportunities@macrosynergy.com. There will be 5 interviews, the first will be a general screening, and the second will be technical.  We will conduct interviews on an ongoing basis.