Quant researcher - Macro / Futures / CTA


Shanghai
Permanent
Negotiable
Investment Management
PR/596278_1781250562
Quant researcher - Macro / Futures / CTA

Quantitative Researcher (CTA / Macro)

About the Role

We are working with several quant hedge funds to hire a Quantitative Researcher focused on macro and futures (CTA) strategies.

The role centers on alpha research, signal development, and systematic strategy implementation across global futures markets.

Key Responsibilities

  • Macro & Futures Research

    • Develop systematic strategies across rates, FX, commodities, and equity indices
    • Analyze macro regimes and market dynamics to identify predictive signals
  • Signal Development

    • Build and refine models based on trend following, carry, momentum, and macro signals
    • Explore new alpha sources using statistical and machine learning techniques
  • Strategy Design & Backtesting

    • Design robust CTA strategies and conduct rigorous backtesting and validation
    • Evaluate performance, drawdowns, and risk-adjusted returns
  • Portfolio Construction

    • Contribute to portfolio allocation, risk budgeting, and diversification across asset classes
  • Collaboration & Implementation

    • Work with traders and engineers to bring strategies into production

Requirements

  • Degree in Mathematics, Physics, Statistics, Computer Science, Engineering, or related fields
  • 2+ years of experience in CTA / macro quant research or time-series modeling
  • Strong Python skills; experience with large datasets and backtesting frameworks
  • Solid understanding of futures markets and macro-driven strategies
  • Knowledge of time-series modeling, signal processing, or ML techniques

FAQs

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