Quantitative Researcher – Macro Systematic Strategies
Core
Design and develop systematic trading strategies with holding periods from intraday to several weeks, focusing on macro-driven relative value or CTA approaches.
Role type
Senior IC quantitative researcher (macro systematic strategies)
Builds
Systematic trading models for macro asset classes (commodities, FX, rates, equity indexes)
Domain
Quantitative finance / Macro markets
Deliverable
production ML models
Required skills
Python, statistical modeling, machine learning, macro market dynamics, numerical techniques, risk management, portfolio construction, back-testing, large dataset handling
Preferred skills
Advanced degree in quantitative field, experience with mid to low frequency strategies, ability to articulate research findings
Technologies
Python, data science/machine learning libraries
Responsibilities
Design and develop systematic trading strategies; Conduct quantitative research and signal generation; Implement, back-test, and optimize systematic models; Refine risk management and portfolio construction techniques; Integrate cutting-edge methodologies into research; Collaborate with trading, risk, and technology teams
