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.
Quantitative Researcher in new york at Unknown Company
This position is listed as full time and onsite.