We’re looking for a Quantitative Researcher to join our growing Systematic Macro investment team. The successful candidate will be expected to add value across multiple dimensions of the investment process – including idea generation, alpha research, portfolio construction, risk management, and trade execution. Our team operates in a very flat, non-siloed environment, with the expectation to contribute across multiple areas of the investment stack.
Responsibilities
- Develop, test, and implement quantitative models to generate alpha in futures, FX, commodities, and/or interest rates markets.
- Perform rigorous data cleaning, preprocessing, and validation to ensure analysis accuracy and reliability.
- Able to manage projects independently while being willing to openly discuss, share, and collaborate with PM and team.
Qualifications
- 3+ years of work experience in alpha research
- Proficient in Python development with deep experience using libraries such as pandas and sklearn
- Familiarity with common machine learning models and techniques including bagging, gradient boosting, and unsupervised learning.
- Strong skills in data analysis, statistics, mathematics, and programming coupled with a problem-solving mindset.
- Deep understanding of time series model validation best practices, particularly with regards to overfitting predictive models
Preferred Qualifications
- Previous research experience within systematic futures/macro
- Experience with statistical arbitrage strategies
- Understanding of common macro investment factors
- Experience with intraday trading and transaction cost analysis
Candidate must be based in NY.
