Senior Quantitative Researcher – Systematic Macro (Futures & FX)

Key Responsibilities

• Conduct alpha research and develop predictive models across large-scale financial datasets
• Build and enhance research infrastructure, including data pipelines, modeling frameworks, and backtesting systems
• Own the full lifecycle of research ideas—partnering with PMs and researchers to take concepts from hypothesis through production deployment
• Design scalable systems that support both research workflows and live trading environments
• Improve research velocity by developing tools, frameworks, and data access solutions
• Translate complex research outputs into actionable insights for portfolio managers and senior investment stakeholders

What We're Looking For

• 3–10+ years of experience in quantitative research, research engineering, or systematic investing environments
• Strong programming skills in Python, with experience building production-quality systems
• Deep understanding of statistics, machine learning, and/or data-driven modeling techniques
• Experience working with large datasets and building research or analytics platforms
• Ability to operate across both research and engineering functions while collaborating closely with investment teams
• Strong communication skills with the ability to bridge technical work and commercial impact

Preferred Background

• Advanced degree in a quantitative field (Computer Science, Mathematics, Physics, Engineering, etc.)
• Experience in equities or multi-asset systematic strategies
• Exposure to distributed computing, cloud infrastructure, or large-scale research platforms
• Prior experience at a leading hedge fund, prop trading firm, or systematic asset manager