I am currently working with a $15BN AUM Hedge Fund in New York that is actively looking for Senior Global Macro Quantitative Researchers to assist a new PM lead high-impact research initiatives and build out a new team for the business.
They are looking for exceptionally strong Global Macro Researchers that will play a pivotal role in developing and implementing quantitative strategies, as well as assisting the PM to lead alpha research and signal generation. The PM is ideally seeking someone with experience in generating global macro or futures signals and strategies with holding periods ranging from intraday to mid-frequency. This role offers an exciting opportunity to contribute to the PM and firm's success, with the opportunity to leverage yourself into a Sub-PM or PM seat down the line as you look to take a further step in your career!
Key Responsibilities:
- Collaborate with the PM to generate forecasting ideas, conduct statistical analysis, and generate alpha signals for the implementation of intraday, short-term, and long-terms models and strategies for a variety of macro asset classes
- Develop and implement quantitative models for trading strategies, focusing on global macroeconomic factors.
- Work collaboratively and present insights to other QRs, PMs and senior members of the investment committee
Qualifications:
- Advanced degree (Masters or Ph.D.) in a quantitative field (e.g., mathematics, finance, economics, physics, computer science)
- 5+ years of experience in an alpha generating research seat working within a systematic global macro trading environment
- A successful track record of building and implementing short-term, medium-term, or long-term trading strategies in macro-markets (Futures, Currencies, Interest Rates)
- Strong programming skills in languages such as Python, R, or C++.
- Effective communication skills and ability to work in a collaborative team environment.
