Quantitative Researcher

Head of Systematic Macro - Quant Hedge Fund Our client is a leading quantitative investment firm (> $5bn AUM) specializing in the development of multi-asset portfolios through advanced machine learning techniques. The firm operates a fully quantitative, mid-frequency trading platform and is currently in a significant growth phase. They are seeking an experienced professional to join as Head of Systematic Macro , a newly created leadership role tasked with building out and scaling the firm's quant macro capabilities. Key Responsibilities Lead the development and implementation of systematic macro strategies across asset classes Build and scale a dedicated quant macro function from the ground up Partner closely with research, trading, and technology teams in a highly collaborative environment Drive research agenda leveraging advanced statistical and machine learning methodologies Contribute to portfolio construction within the firm's mid-frequency trading framework Candidate Profile 5+ years of experience developing and trading systematic macro strategies Proven track record in quantitative research and strategy deployment across macro asset classes (rates, FX, commodities, equities) Strong programming and data science skillset (e.g., Python, C++ or equivalent) Experience working within a fully systematic or quantitative investment environment Demonstrated ability to operate in a collaborative, research-driven culture Compensation Competitive base salary + Year 1 target bonus PnL-linked compensation from Year 2 onward Location New York, NY This represents a unique opportunity to take on a high-impact, build-out role within a well-established and rapidly growing quant platform. #J-18808-Ljbffr