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Index Futures Quantitative Researcher | NYC

3 months ago

New York, United States Selby Jennings Full time

Index Futures Quantitative Researcher | NYC


A top global hedge fund is looking for quantitative researchers with track records within the global index futures space to join one of their highly successful systematic macro trading pods. This team has an excellent track record of success and is looking to integrate new signals and strategies ideas that will help them further scale.


As a quantitative researcher you with work with other members of the systematic macro team and be responsible for full life-cycle research, development, and implementation of systematic trading signals and strategies.



Responsibilities will include:


  • Research, development and implementation of systematic trading signals and strategies (intraday to weekly holding period) with a focus on global index futures.
  • Backtest systematic trading strategies to optimize performance, risk-adjusted returns and robustness.
  • Use of statistical and/or machine learning techniques to analyze large datasets and identify trading signals.
  • Collaborate with traders, and other quantitative researchers, to integrate models and strategies into the trading platform.


Ideal candidates should possess:


  • PhD of Masters degree in a quantitative field
  • Exceptional programming and quantitative skills (python or C++)
  • 3+ years of industry experience in quantitative research and model development, preferably in index futures or other global macro markets.
  • Familiarity with trading strategy components including market microstructure, portfolio construction, risk management, etc.
  • Experience in leveraging machine learning techniques for alpha research is a plus


If there is an interest, please click the APPLY NOW button below.