Global Macro Quantitative Researcher

A leading global hedge fund is seeking a Quantitative Researcher to join its systematic macro investment team. The successful candidate will develop quantitative models, research alpha signals, and build systematic trading strategies across global markets. Responsibilities Research and develop systematic strategies across global macro asset classes including futures, FX, rates, commodities, and equities. Build predictive models, conduct statistical analysis, and backtest trading strategies. Analyze large datasets to identify market inefficiencies and generate investment insights. Collaborate with portfolio managers and traders to implement quantitative research into live strategies. Requirements 3+ years of experience in quantitative research, systematic trading, or financial modeling. Advanced degree in a quantitative field (preferred). Strong Python skills and experience with statistical modeling, machine learning, and data analysis. Experience researching financial markets and developing systematic strategies. Strong understanding of time series analysis, optimization, and quantitative techniques. #J-18808-Ljbffr Alexander Chapman