Head of Systematic Macro - Quant Hedge Fund

About the role

Our client is a leading quantitative investment firm (> $5bn AUM) specializing in the development of multi-asset portfolios through advanced machine learning techniques. The firm operates a fully quantitative, mid-frequency trading platform and is currently in a significant growth phase. This is a newly created leadership role tasked with building out and scaling the firm's quant macro capabilities.

Responsibilities

• Lead the development and implementation of systematic macro strategies across asset classes
• Build and scale a dedicated quant macro function from the ground up
• Partner closely with research, trading, and technology teams in a highly collaborative environment
• Drive research agenda leveraging advanced statistical and machine learning methodologies
• Contribute to portfolio construction within the firm's mid-frequency trading framework

Requirements

• 5+ years of experience developing and trading systematic macro strategies
• Proven track record in quantitative research and strategy deployment across macro asset classes (rates, FX, commodities, equities)
• Strong programming and data science skillset (e.g., Python, C++ or equivalent)
• Experience working within a fully systematic or quantitative investment environment
• Demonstrated ability to operate in a collaborative, research-driven culture

Compensation

• Competitive base salary + Year 1 target bonus
• PnL-linked compensation from Year 2 onward

Location

New York, NY