Quantitative Researcher, Systematic Macro

Principal Responsibilities

• Work closely with the Senior Portfolio Manager to develop systematic macro strategies, focusing on alpha research, including idea generation, data preprocessing, statistical analysis, backtesting and implementation.
• Contribute to and enhance the internal research platform, including data pipelines, statistical learning tools, alpha analytics, and backtesting frameworks.
• Independently explore and develop new alpha ideas while collaborating in a transparent and team-oriented environment.

Preferred Technical Skillset

• Strong research and programming skills, with proficiency in Python.
• Extensive library-building experience is a plus.
• Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Physics, Engineering, Financial Engineering, Computer Science or related field from a top-ranked university.
• Exceptional problem-solving abilities, intellectual curiosity (especially in alpha research), and a proactive research mindset.
• Creativity and out-of-the-box thinking, combined with rigorous quantitative analysis.

Preferred Experience

• 2+ years of experience in quantitative research with a focus on systematic macro strategies.
• Preferable experience in hedge fund alpha research in commodities, FX, equity and bond futures.
• Experience in macro intraday strategies is a strong plus.
• Experience in trading cost analysis is a plus.
• Experience in machine learning is a plus.

Target Start Date

Data up to 12 months (strong preference for candidates who can start sooner)

Pay

The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future.