Quantitative Researcher - Systematic Macro
Core
Develop econometric/statistical models and mathematical simulations to analyze and forecast price movements of financial securities and macroeconomic conditions to enhance trading strategies.
Role type
Quantitative Researcher (Systematic Macro)
Builds
Computerized trading algorithms and automated data processing applications
Domain
Finance / Macroeconomics / Quantitative Research
Deliverable
production ML models | product features
Required skills
Macroeconomic data analysis, Statistical Analysis (hypothesis testing, time series, linear regression), Python programming, Model building for macroeconomic variables, Knowledge of BLS datasets
Preferred skills
Knowledge of worldwide macroeconomic release details, Knowledge of macroeconomic relationships
Technologies
Python
Responsibilities
Develop econometric/statistical models to analyze and forecast price movements, Formulate mathematical models of investment strategies, Build applications to automate daily data dependency processing, Perform validation and testing of trading simulations, Manage live trading automations and monitor risk
Seniority
Mid-level, hands-on IC