Maven’s Systematic Alpha team deploys methodically researched strategies across futures, options, equities and FX. Our approach to trading is scientific and process-driven. We emphasise flexibility in our research environment, enabling us to efficiently develop, test, and deploy new ideas. We empower our team members and maximise their ability to succeed by offering an environment that is open, collaborative and supportive. We value creativity and are aggressive to capitalise on opportunities. We take proven strategies to the next level by integrating diverse alphas and time horizons using cutting-edge execution technology.
Work collaboratively with portfolio managers and other researchers to identify new opportunities within a variety of datasets and techniques. You will perform original alpha research in the commodities space for a range of forecasting horizons. Build novel tools for synthesizing and assessing alpha signals both for cross-sectional and time-series models.
What we're looking for:
Minimum 3 years alpha/signal research experience in commodities markets
Strong mathematical skills including statistics, probability, signal processing
Strong programming skills and familiarity with a variety of statistical packages
Experience synthesizing predictive signals both for cross-sectional and time-series models
Significant experience with data exploration, dimension reduction, and feature engineering
Thorough understanding and comfort using a variety of regression techniques, including ols, mls, ridge, lasso, etc. As well as techniques for dealing with a variety of errors that can occur in regression techniques, such as auto-correlation and heteroskedasticity.
Why you should apply:
A flexible research environment whereby technology is key to our success
Opportunity to be highly involved in the decisions that shape our trading
A collaborative environment where you’re empowered and supported to achieve your ambitions
The upside of a start-up without any of the associated risks
Great, friendly, informal and highly rewarding culture