Systematic Macro Quantitative Researcher

3 weeks ago


New York, United States The Ladders Full time
Position Summary

Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.

Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world's most complex economic problems.

We are looking for a quantitative researcher with an excellent background in statistical techniques and data analysis to join our Systematic Macro Research team. In this role, you will navigate the full research and trading process and apply a rigorous scientific approach to design sophisticated options and volatility investment models spanning all major global markets.

You will take on the following responsibilities:

  • Work closely with other senior leaders to develop, prioritize, and deliver on initiatives within quantitative research
  • Help with continued expansion efforts across new regions, asset classes and trading strategies
  • Play a key role in all aspects of our cutting-edge systematic investment process, with exposure to workflows including alpha idea generation, statistical analysis, model implementation, portfolio construction, execution and trade analysis
  • Use a rigorous scientific method to develop and test sophisticated quantitative investment models and trading strategies
  • Contribute to and enhance an options and volatility trading and analytics platform
You should possess the following qualifications:
  • At least 5 years of relevant working experience. Familiarity with options and volatility markets along with understanding of derivatives theory and analytics is required.
  • Degree in a technical or quantitative discipline like statistics, mathematics, physics, electrical engineering, computer science, or applied economics or finance (all levels welcome, from bachelor's to doctorate)
  • Experience in analyzing large data sets using a modeling language like R or Python
  • Ability to formulate semi- and fully-systematic investment hypotheses
  • A strong interest in economic fundamentals and market phenomena and the ability to use fundamental and behavioral priors to come up with hypotheses around drivers of factor moves
  • Ability to think independently and creatively approach data analysis and communicate complex ideas clearly
  • Genuine interest in understanding markets with quantitative tools
  • Strong verbal and written communication skills and a collaborative working style
You will enjoy the following benefits:
  • Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance
  • Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms
  • Learning: Tuition reimbursement, conference and training sponsorship
  • Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves
  • Hybrid Work Policy: Flexible in-office days with budget for home office setup


The base pay for this role will be between $165,000 and $325,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

  • New York, New York, United States Selby Jennings Full time

    Senior Systematic Macro Quantitative Researcher | NYC A top performing NYC hedge fund is seeking an experienced Quantitative Researcher to join the team and contribute to the development of systematic trading strategies within the global macro space. You will be responsible for signal research, development, implementation and risk management for the trading...


  • New York, United States Selby Jennings Full time

    I am currently partnering with a high performing New York based Hedge Fund that is currently looking to build out a team within the Systematic Macro space under a Senior PM within the business. They are looking to add on a Quantitative Researcher that will partner closely with the PM to develop and refine the systematic strategies and frameworks for the...


  • New York, United States Selby Jennings Full time

    Senior Systematic Macro Quantitative Researcher | NYC A top performing NYC hedge fund is seeking an experienced Quantitative Researcher to join the team and contribute to the development of systematic trading strategies within the global macro space. You will be responsible for signal research, development, implementation and risk management for the trading...


  • New York, United States Selby Jennings Full time

    The head of quant research at a $25bn AUM quant fund is seeking a quantitative researcher to join an innovative and collaborative team in New York , focusing on mid-frequency systematic macro trading strategies. The successful candidate will play a crucial role in all stages of the research process within a small, agile team.Key Responsibilities -Develop...


  • New York, New York, United States Selby Jennings Full time

    We are seeking a highly skilled Quantitative Researcher to join our team at Selby Jennings in New York City. As a key member of our systematic global macro desk, you will be responsible for assisting in the build-out of our mid frequency trading capabilities across futures and FX.**Key Responsibilities:**Conduct ongoing alpha research projects in the futures...


  • New York, United States ParagonAlpha Full time

    This is a unique position to work in an investment-strategist capacity for a leading systematic macro hedge fund group. The role will span economic research, idea generation, signal and strategy development, portfolio construction and risk management, and have a heavy emphasis on the use of fundamental macroeconomic data as inputs into systematic trading...


  • New York, New York, United States Caxton Associates Full time

    Job OverviewCompany Profile:Caxton Associates, established in 1983, operates as a global trading and investment firm with a presence in major financial hubs. The firm specializes in managing both client and proprietary capital through various hedge fund strategies, including discretionary macro, systematic macro, and event-driven approaches. The focus is on...


  • New York, New York, United States Caxton Associates Full time

    Job OverviewCompany Background:Caxton Associates, established in 1983, operates as a prominent global trading and investment entity with a presence in major financial hubs worldwide. The firm specializes in managing both client and proprietary assets through diverse hedge fund strategies, including discretionary macro, systematic macro, and event-driven...


  • New York, United States Selby Jennings Full time

    Job Title: Macro/Futures Quantitative ResearcherLocation: New YorkOverview: A top-tier multi-manager hedge fund is seeking an experienced Macro Quantitative Researcher with a focus on futures trading strategies. The successful candidate will join a high-caliber team to develop and implement quantitative strategies, aiming to generate alpha through...


  • New York, New York, United States Selby Jennings Full time

    Quantitative Researcher for Index FuturesA prestigious global hedge fund is seeking talented quantitative researchers with proven expertise in the index futures domain to become part of their accomplished systematic macro trading teams. This group has demonstrated remarkable success and is eager to incorporate innovative signals and strategic concepts to...


  • New York, New York, United States Caxton Associates Full time

    Job OverviewCompany Profile:Caxton Associates, established in 1983, operates as a worldwide trading and investment firm with a presence in major financial hubs. The firm primarily focuses on managing both client and proprietary capital through various liquid global hedge fund strategies, including discretionary macro, systematic macro, emerging markets...


  • New York, United States Testwood Partners Full time

    Systematic Equity Quantitative Researcher A leading Investment Bank in New York, analogous to the quasi-academic, creative, research driven environments, is seeking exceptional quant researcher to join their systematic equity trading group. Quant Researchers are tasked with using a variety of complex scientific/mathematical methods in order to spearhead...


  • 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...


  • New York, United States Testwood Partners Full time

    Systematic Equity Quantitative ResearcherA leading Investment Bank in New York, analogous to the quasi-academic, creative, research driven environments, is seeking exceptional quant researcher to join their systematic equity trading group. Quant Researchers are tasked with using a variety of complex scientific/mathematical methods in order to spearhead...


  • New York, United States Selby Jennings Full time

    I have directly partnered with a rapidly growing Multi Strat Fund that has recently brought on a Senior Macro PM for a brand new pod build out. The Senior PM has spent 15+ years on the buy-side at tier 1 systematic hedge funds and is actively looking to bring on a Quantitative Researcher with 5+ years of experience across HFT to short term mid frequency...


  • New York, New York, United States Anson McCade Full time

    Position Overview:Join Anson McCade as a Quantitative Researcher specializing in Systematic Equities. This role offers an opportunity to work in a dynamic environment focused on innovative trading strategies.Job Type: In-OfficeEmployment Type: PermanentCompensation: Competitive Base Salary + Performance Bonus/Comprehensive Benefits PackageAbout the...


  • New York, United States Caxton Associates Full time

    Job DescriptionJob DescriptionCompany Overview: Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore, and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through multiple liquid global hedge fund disciplines, including discretionary macro,...


  • New York, United States Caxton Associates Full time

    Job DescriptionJob DescriptionCompany Overview: Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore, and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through multiple liquid global hedge fund disciplines, including discretionary macro,...


  • New York, New York, United States Point72 Full time

    About Point72 Point72 is a leading investment firm that utilizes systematic, data-driven trading strategies across various asset classes, including equities, futures, and foreign exchange. Our commitment to rigorous research into market anomalies is supported by our extensive access to diverse public data sources. Position Overview We are seeking a...


  • New York, New York, United States Point72 Full time

    About Point72 Point72 is a global asset management firm that employs systematic, data-driven trading strategies across various liquid asset classes, including equities, futures, and foreign exchange. Our commitment to rigorous research into diverse market anomalies is supported by our extensive access to publicly available data sources. Position Overview We...