A globally leading Multi Manager is seeking to hire a Quantitative Researcher to sit on a collaborative Systematic Macro desk in their New York office. This is an exclusive opportunity to work with an extremely successful team. The ideal candidate will have previous systematic Macro trading experience and able to hit the ground running day one.
Responsibilities:
- Research and implement automated systematic futures strategies
- Work alongside a Portfolio Manager and other quant researchers integrating models to improve and optimize existing Macros strategies
- Modelling and back testing signals utilizing python and machine learning packages
- Conducting statistical analysis, building tooling and applications with python
- Experience working with LLM's and large data sets
Requirements:
- 2-5 years in a similar position with experience researching intraday to medium term alphas
- Familiarity with futures and macro-based trades working in a similar quantitative research or trading seat
- Advanced degree in Mathematics, Computational Math, Statistics, Quantitative Finance, or similar required
- Experience programming with Python and R
