Quantitative Researcher (Hedge Fund)

Job Description: Quantitative Researcher, Fast Monetization

Location: New York, NY

Position Overview:

We are seeking a highly skilled and motivated Quantitative Researcher to join our fast-paced team focused on monetization in macro markets. The successful candidate will take primary responsibility for monetization research, contributing to the design, testing, and implementation of decision logic and strategies to optimize trading performance. This role emphasizes futures and macro markets, including FX, Treasuries, macro ETFs, and potentially crypto assets.

Key Responsibilities:

• Monetization Research:
• Lead monetization research within a structured team focused on three core areas: features, predictive modeling, and monetization.
• Develop and iteratively improve decision logic for monetization engines using utility function optimization or rules-based logic.
• Calibrate decision logic parameters with historical simulations and live post-trade data.
• Decision Logic Design:
• Design and implement trading decision logic reflecting the microstructure of major futures exchanges (e.g., CME, ICE, Eurex).
• Conduct research on liquidity events and triggers for optimal execution of trading decisions.
• Account for TS infrastructure limitations to produce unbiased estimates and align design with live realization outcomes.
• Collaborative Research and Development:
• Collaborate with Engineering and other teams to specify and implement system improvements.
• Align predictive research with monetization objectives, integrating liquidity events and trigger points.
• Contribute to feature creation and predictive modeling with a monetization perspective.

Qualifications:

• Experience:
• Proven track record in monetizing predictive signals with horizons from minutes to a day.
• Strong understanding of futures exchange microstructures, including CME, ICE, and Eurex, with experience in creating predictive features and trading strategies.
• Experience deploying latency-sensitive strategies in futures and macro markets (e.g., FX, Treasuries, macro ETFs) and potentially crypto assets.
• Technical Skills:
• Ability to implement decision logic in quantitative frameworks, such as utility function optimization or rules-based trading.
• Proficiency in conducting historical simulations and leveraging post-trade data for parameter calibration.
• Education:
• Graduate degree in a numerate discipline, such as operations research, probability and statistics, signal processing, computer science, machine learning, or related engineering/science fields, is preferred.
• Other Skills:
• Collaborative mindset with the ability to work across adjacent areas, including feature creation and predictive modeling.
• Strong analytical and problem-solving skills with a keen eye for monetization opportunities.

Preferred Qualifications:

• Prior experience in monetizing signals in macro markets.
• Familiarity with the limitations and opportunities of TS infrastructure.
• Knowledge of crypto asset markets.