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Systematic Macro Quant Researcher

2 months ago

Manhattan, 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 systematic trading strategies using rigorous statistical methodologies to exploit market inefficiencies across various asset classes, including futures, equities and FX
-Discover and assess new data sources for potential alpha generation
-Improve systems for back-testing, portfolio optimization, and strategy implementation
-Analyze execution performance and transaction costs within our live trading systems
-Work closely with the portfolio manager and trading team in an open environment, engaging in the entire investment process, from portfolio construction to execution.

Requirements

-2+ years of experience sitting on a systematic macro desk on the buyside or sellside
-Proficiency in Python or C++ within a Linux environment.
-Familiarity with Python machine learning libraries and frameworks, and/or convex optimization is highly desirable.
-Advanced degree (Master's or PhD) in Statistics, Computer Science, Applied Mathematics, Physics, Finance, or a related ML/STEM discipline.
-Strong skills in mathematical and statistical modeling, with a proven track record of conducting research on large, complex, and real-world datasets.

If you are open to a new opportunity where you can gain mentorship from a highly regarded team, then apply here