Quantitative Researcher, Quant Macro

Taipei💼 Full-time🗓 2026-05-04 → 2026-09-26

Core

Develop and deploy systematic financial strategies by creating computer-based models to predict movements of global financial markets, specifically focusing on futures contracts or Macro asset classes (Commodities, FX, Interest Rates, Equity Indices).

Role type

Quantitative Researcher (Quant Macro)

Builds

Predictive signals (alphas) and quantitative models for global investment strategies

Domain

Quantitative Finance / Global Financial Markets

Deliverable

production ML models

Required skills

Data processing, mathematical modeling, statistical analysis, Python, R, C++, futures contract analysis, macro asset class analysis

Preferred skills

Scientific publications, conference presentations, research grants, industry awards

Technologies

Python, R, C++

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About WorldQuant

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.