Macro QR

Salary $150,000-$250,000 base plus performance bonus
LocationNew York
Employment type Permanent
Discipline

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
  • 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)