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)