Systematic Macro Quantitative Researcher

Position: Systematic Macro Quantitative Researcher

Location: CT / NYC Area (Hybrid)

Type: Full-Time

Ready to shape the future of macro systematic investing at one of the most intellectually rich and technologically advanced hedge funds in the world? This is your opportunity to build alpha at scale alongside some of the sharpest minds in the industry.

We’re a macro powerhouse—quietly world-class, intensely focused, and engineered for innovation. With a 25 year track record navigating global markets, we’ve fused macroeconomic insight with systematic precision to deliver outstanding performance across market cycles. Now, we’re expanding our systematic research group—and looking for you to help write the next chapter.

What You’ll Do:

• Develop and deploy alpha-generating strategies across G10 and EM futures, FX, rates, commodities, and equity indices—spanning horizons from daily to intraday.
• Leverage one of the most robust macro data ecosystems in the industry—tens of thousands of curated economic time series, alternative datasets, and proprietary analytics.
• Collaborate directly with discretionary macro PMs to embed deep macro intuition into systematic frameworks—bringing the best of both worlds together.
• Run large-scale empirical research with a cloud-scale backtesting framework, where ideas are tested across regimes, environments, and stress scenarios with minimal friction.
• Utilize advanced statistical learning, regime modeling, and signal decomposition to uncover persistent, interpretable alpha in complex macro instruments.
• Own your work from idea to execution—you’ll see the results of your research reflected in real capital allocation.

What Sets This Role Apart:

• Hybrid edge: Combine discretionary macro insights with systematic sophistication. This is one of the few places where collaboration across styles is embedded—not siloed.
• Built for quants: Quant research is core to the firm’s DNA. You’ll have direct access to world-class data, engineering, and execution resources—not afterthoughts, but mission-critical.
• Speed integrity: Great ideas move fast here. Our lean structure means you’ll get the agility of a startup with the stability of a platform that’s managed billions for decades.
• Macro with muscle: We trade the most liquid instruments on the planet—but with depth, nuance, and conviction. If you love the elegance of macro strategy and the power of systematic scale, this is your playground.
• Research that matters: Your work won’t sit in a drawer. It will be deployed, monitored, improved—and it will move the needle.

What You Bring:

• 3–8 years of experience building systematic strategies for global macro markets in a hedge fund, prop trading firm, or elite research group.
• Deep expertise in econometrics, signal research, and time-series forecasting—especially in the context of macro instruments.
• High proficiency in Python, with a strong understanding of backtesting frameworks, vectorized computation, and performance optimization.
• A macro mindset: you think in regimes, understand market structure, and see beyond the noise.
• Curiosity, creativity, and a hunger to produce meaningful, PnL-driving research.

Compensation: Highly competitive base performance-based upside. The firm has a track record of rewarding results.

Location: Onsite presence in CT is valued, with flexible hybrid options from NYC.

If you're looking to take your macro quant career to a place where research is prioritized, ideas are valued, and execution is world-class, then this is the role you've been waiting for.