Macro Quantitative Researcher
Core
Develop systematic trading signals and models for global macro markets (futures, FX) using intraday to mid-frequency data.
Role type
Senior quantitative researcher (systematic macro)
Builds
Systematic trading models and signals for global futures and FX markets
Domain
Quantitative finance, global macro, futures, FX
Deliverable
production ML models
Required skills
Statistics, Python, R, C/C++, data science toolkits (scikit-learn, Pandas), signal research, portfolio optimization, risk management
Preferred skills
Experience with alternative data, data processing pipelines
Technologies
Python, R, C/C++, scikit-learn, Pandas
Responsibilities
Develop systematic trading models across global futures and FX markets; Generate alpha ideas, backtest, and implement strategies; Evaluate new datasets for alpha potential; Contribute to portfolio optimization and risk management processes; Assist in building and maintaining production trading environments
Seniority
Senior, hands-on IC