Macro Research Analyst
Core
Build quantitative tools, data workflows, and backtesting frameworks for macro research to inform European equity index volatility curve inputs.
Role type
Quantitative Macro Research Analyst
Builds
Python-based research tools, scenario analysis records, and backtesting models
Domain
Financial markets, macroeconomics, equity index volatility
Deliverable
production ML models
Required skills
Python, statistical analysis, backtesting, macroeconomic drivers, equity index markets, options and volatility
Preferred skills
building signals/models for live trading
Technologies
Python
Responsibilities
Build and maintain Python tools for scenario analysis and backtesting; Record and manage event scenarios and outcomes; Backtest research ideas to assess performance; Translate analysis into volatility curve inputs; Evaluate analysis against desk exposure and market outcomes.
Seniority
Mid-level, hands-on IC