Quantitative Researcher - Macro

Job Description

Develop systematic trading models across FX, commodities, fixed income, and equity markets
Alpha idea generation, backtesting, and implementation
Assist in building, maintenance, and continual improvement of production and trading environments
Evaluate new datasets for alpha potential
Improve existing strategies and portfolio optimization
Execution monitoring

Desirable Candidates

• Masters or PhD in mathematics, statistics, physics or other quantitative discipline.
  PhD in statistics or machine learning is a plus.
• Experience in quantitative trading, ideally in FX or futures.
• Experience with alpha research, portfolio construction and optimization.
• Experience building statistical/technical, fundamental, and data driven signals.
• Strong experience with data exploration, dimension reduction, and feature engineering.
• Thorough understanding of and comfort using a variety of regression techniques—including OLS, MLS, Ridge, Lasso, and Bayesian inference—as well as techniques for dealing with errors that can occur, such as auto-correlation and heteroskedasticity.
• Experience managing and running risk is a strong plus.
• Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.
• Creative mindset
• Strong time management ability—the ability to manage multiple tasks and deadlines in a fast-paced environment
• High degree of drive and energy—must be a self-starter
• Ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
• Commitment to the highest ethical standards and who act with professionalism and integrity at all times

Pay

The annual base salary range for this role is $150,000-$200,000 (USD), which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.