Quantitative Researcher - Macro
Core
Develop systematic trading models for mid-frequency alpha strategies across FX, commodities, fixed income, and equity markets.
Role type
Quantitative Researcher (Systematic Macro)
Builds
Systematic trading strategies and production trading environments
Domain
Financial Markets / Quantitative Trading
Deliverable
production ML models
Required skills
Alpha idea generation, backtesting, portfolio optimization, statistical/technical signal building, cross-sectional and time-series modeling, data exploration, dimension reduction, feature engineering, regression techniques (OLS, Ridge, Lasso, Bayesian), error handling (auto-correlation, heteroskedasticity), Python (numpy, pandas, scikit-learn)
Preferred skills
Risk management, PhD in statistics or machine learning
Technologies
Python, numpy, pandas, scikit-learn
Responsibilities
Develop systematic trading models, generate alpha ideas, backtest strategies, assist in building and maintaining production environments, evaluate new datasets, improve existing strategies, monitor execution
Seniority
Mid-Senior, hands-on IC
