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    Quantitative Researcher, Macro

      Attach a CV (Accepted file types: pdf, doc, docx, rtf.)

      Quantitative Researcher, Macro

      New York

      $150,000-$200,000

      Permanent

      The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.

       

      Quantitative researcher to help build out a new systematic macro (futures, FX, and vol) business. Core focus will be working on mid-frequency alpha strategies.

       

      Key Responsibilities

      • 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
      • Be a core contributor to growing the investment process and research infrastructure of the team

       

      Skills, Knowledge & Experience

      • 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
      • Experience synthesizing predictive signals for both cross-sectional and time-series models
      • 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

      Posted by

      Manuel Fedriani

      Quantitative Finance Recruiter

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