Macro Quantitative Researcher

Responsibilities

• Develop systematic trading models across global futures (equity indices, commodities and fixed income) and/or FX markets
• Alpha idea generation, backtesting, and implementation
• Evaluate new datasets for alpha potential
• Contribute to and enhance portfolio optimization, allocation and risk management processes
• Help drive the growth of the investment process and research capabilities of the team
• Assist in building, maintenance, and continual improvement of production and trading environments

Requirements

• MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
• 4+ years of signal research or portfolio management experience in futures markets and/or FX as part of a successful proprietary trading team with a track record
• Prior professional experience with signal combination, portfolio optimization and risk management
• Demonstrated proficiency in Python, R, or C/C++.
• Familiarly with data science toolkits, such as scikit-learn, Pandas
• Collaborative mindset with strong independent research abilities
• Commitment to the highest ethical standards

Qualifications

Commensurate with experience.

Skills

Not specified.

Benefits

Not specified.

Pay

$200,000 - $300,000 (USD) annually, with potential for additional compensation and benefits.

Schedule

TBD.