Quantitative Researcher - Macro and Rates
Location: New York
- Research, develop, and implement quantitative models and alpha signals for macro, relative value, or rates based strategies
- Analyze financial markets, macroeconomic data, and derivatives structures to identify investment opportunities and risks
- Build and maintain analytical tools, research frameworks, and production quality models
- Support portfolio construction, trade evaluation, and risk management
- Partner closely with portfolio managers and traders to translate research into actionable insights
- Clearly communicate model behavior, assumptions, and results to both technical and non technical stakeholders
Researchers aligned to this pathway will work directly with a portfolio manager on systematic and semi systematic macro strategies with a discretionary overlay. The role emphasizes idea generation, signal research, and commercial application across global asset classes, with holding periods ranging from days to months.
Researchers aligned to this pathway will focus on interest rate options modeling and analytics, building pricing, volatility, and risk frameworks used across multiple trading teams. The role is hands on and front office facing, with regular interaction with portfolio managers.
- Minimum of 3 years of experience in quantitative research, trading, or a related role
- Strong foundation in mathematics, statistics, and quantitative finance
- Proficiency in programming and data analysis for research and model development
- Solid understanding of financial markets and derivatives
- Ability to work independently while collaborating effectively with investment teams
- Strong communication skills and commercial mindset
- 3 to 5 years of experience for macro focused research profiles
- 5 to 10 years of experience in interest rate derivatives or options modeling
- Background in macro asset classes such as FX, rates, or cross asset strategies
- Prior experience supporting front office decision making
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.