Quantitative Researcher – Macro Futures Trading

My client is a leading quant hedge fund based in New York. They are looking to hire an experienced Quantitative Researcher into a Macro Futures trading team. The team cover fully systematic trading strategies across global markets.

Key Responsibilities:

• Research, develop, and implement quantitative models for macro futures trading.
• Design and backtest systematic trading strategies across global markets.
• Work closely with the portfolio manager and researchers within the team.
• Conduct in-depth analysis of macroeconomic data and market conditions to inform trading decisions.
• Use advanced statistical techniques and machine learning algorithms to improve strategy performance.
• Monitor the performance of strategies, optimize risk management, and refine trading models as necessary.

Requirements:

• 3-5 years of experience as a quantitative researcher in a macro trading environment.
• Proven experience in macro futures trading and understanding of global macroeconomic factors.
• Strong programming skills in Python, R, or similar languages.
• Expertise in statistical analysis, machine learning, and time series analysis.
• Experience working with large datasets and developing systematic trading strategies.
• Advanced degree in a quantitative field such as Mathematics, Physics, Engineering, or Financial Engineering.
• Strong problem-solving skills and the ability to thrive in a fast-paced, dynamic environment.
• Excellent communication skills and the ability to collaborate within a team environment.

What They Offer:

• A competitive compensation package with performance-based bonuses.
• Access to cutting-edge technology and resources to support your research.
• The opportunity to work alongside a talented team of experienced academic quants.