Systematic Macro Sub-PM | NYC

Systematic Macro Sub-PM | NYC

One of this year's top performing global macro funds is looking for a senior quantitative researcher to join as a sub-PM covering systematic futures or FX. This team has over a decade of success and is looking to grow with orthogonal signals and strategies to further scale the team.

As a Senior QR/Sub Portfolio Manager you with work with other members of the 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 horizons) with a focus on global futures (index, FX, rates or commodity).
• Leverage statistical or machine learning based research to analyze large data sets for signal generation.
• Collaborate with senior stakeholders, other quantitative researchers, and core teams to optimize models and strategies on the trading platform.

Why This Team

• Join a high performing culture that cultivates and encourages personal and professional development.
• Seamless access to the firm's state-of-the-art research stack, data infrastructure, and execution systems.
• A culture that encourages original research and where performance, insight, and creativity are directly rewarded.
• Exceptional upside and exposure within one of the most successful proprietary trading environments globally.

Ideal candidates should possess:

• PhD of Masters degree in a quantitative field
• Exceptional programming and quantitative skills (python or C++)
• 3+ year track record of systematic strategy research with a strong track-record of live trading, preferably in global futures.
• Expertise with trading strategy components including market microstructure, portfolio construction, risk management, etc.

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