Quantitative Researcher

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

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

What you’ll do

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

What we’re looking for

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

Package

• Base of $200,000 to $300,000, plus a discretionary bonus that’s a meaningful part of total compensation
• Sign-on available where a bonus would be forfeited
• Full benefits

If this sounds like you, apply here or message me directly. All conversations are confidential.