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.
hamish@durlstonpartners.com
Quantitative Researcher in New York City Metropolitan Area at Durlston Partners
This position is listed as full time and onsite. It was posted last week.