Job description
Job Description: Quantitative Researcher, Systematic Macro
Our client is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.
Job Description
Quantitative researcher as part of a small, collaborative team based in New York, with a focus on mid-frequency systematic macro trading strategies. Successful candidates will be joining a nimble team and have the unique opportunity to contribute to all levels of the quant trading process.
Location
New York
Principal Responsibilities
Preferred Technical Skills
Preferred Experience
Highly Valued Relevant Experience
Target Start Date
ASAP (will wait up to 12 months for exceptional candidate)
Our client is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.
Job Description
Quantitative researcher as part of a small, collaborative team based in New York, with a focus on mid-frequency systematic macro trading strategies. Successful candidates will be joining a nimble team and have the unique opportunity to contribute to all levels of the quant trading process.
Location
New York
Principal Responsibilities
- Utilize a rigorous statistical process to develop systematic strategies that apply signals associated with various market inefficiencies across a broad variety of asset classes, including futures and FX
- Identify and evaluate new datasets for alpha potential
- Enhance systems for back-testing, portfolio optimization, and strategy deployment
- Evaluate execution performance and transaction costs in our production systems
- Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process - including portfolio construction and execution
- Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
Preferred Technical Skills
- Strongly skilled in Python or C++ in a Linux environment
- Experience with Python machine learning libraries and frameworks and/or convex optimization is highly desirable
- Master or PhD in Statistics, Computer Science, Applied Mathematics, Physics, Finance or related ML/STEM field
- Strong mathematical and statistical modeling skills, with demonstrated ability to conduct research using large, noisy, and real world datasets
- Demonstrate excellent communication, analytical and problem-solving skills
Preferred Experience
- 3+ years of experience working in a systematic trading environment with a focus on futures or FX
Highly Valued Relevant Experience
- Experience in quantitative, econometrics, asset pricing, or macro sub-fields
- Experience working with big data financial data sets
- Experience working in an autonomous, fast-paced environment
Target Start Date
ASAP (will wait up to 12 months for exceptional candidate)