Quantitative Researcher

Job Description

Quantitative Researcher - Systematic Macro (VP)

New York / London | Leading systematic hedge fund

We’re working with one of the largest and most established systematic investment managers on a hire into one of its macro teams.

The team

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• A small, tight-knit group of researchers and developers, run by the PM
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• It works as an independent unit and owns the full research process: data, feature engineering, signal research and portfolio construction. Execution is handled centrally.
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• Strategies are systematic and mid-frequency, with holding periods mostly from a few days to a couple of weeks
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• It trades liquid macro instruments: rates futures, interest rate swaps, forwards and FX. No credit.
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What you’ll do

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• Research and build new alpha signals across global rates and FX
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• Work across large and alternative datasets to find new sources of return
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• Apply statistical and machine learning methods to macro forecasting
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• Contribute to portfolio construction and sizing, with real ownership of what goes into the book
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What we’re looking for

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• 4+ years of buy-side quant research in macro: rates, FX, futures or similar
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• Strong statistics, time series and machine learning skills
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• A PhD or master’s in a quantitative field (maths, statistics, physics, computer science, financial engineering)
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• Strong Python
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• Experience with modern AI tooling in your research workflow is a plus
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Package

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• Base of $200,000 to $300,000, plus a discretionary bonus that’s a meaningful part of total compensation
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• Sign-on available where a bonus would be forfeited
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• Full benefits
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If this sounds like you, apply here or message me directly. All conversations are confidential.

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