Macro Quantitative Researcher

Job Description

The company is seeking a Macro Quantitative Researcher to join their team in New York. The researcher will perform rigorous and innovative research to develop systematic signals for global macro markets. They will manage the research pipeline end-to-end, from idea generation to production implementation, and work in a collaborative environment with a cutting-edge research and trading infrastructure.

The Role Involves:

• Developing systematic trading models across FX, commodities, fixed income, and equity markets.
• Alpha idea generation, backtesting, and implementation.
• Assisting in building, maintaining, and continually improving production and trading environments.
• Evaluating new datasets for alpha potential.
• Improving existing strategies and portfolio optimization.
• Execution monitoring.
• Contributing to the investment process and research infrastructure.

Requirements:

• MS or PhD in a quantitative field (physics, engineering, statistics, etc.).
• 2+ years of signal research experience in macro trading.
• Prior experience with feature engineering, modeling, or monetization.
• Proficiency in Python, R, or C/C++.
• Familiarity with data science toolkits (scikit-learn, Pandas).
• Strong command of applied and theoretical statistics, linear algebra, and machine learning.
• Collaborative mindset and independent research abilities.
• Commitment to ethical standards.