Quantitative Researcher

Quantitative Alpha Researcher – Systematic Macro

A global investment firm is looking to hire a Quantitative Alpha Researcher to join a systematic macro trading team. The group develops fully systematic strategies across liquid markets, with a focus on mid-horizon signals (intraday to multi-day holding periods).

This role will focus on researching and implementing scalable alpha across a diversified macro universe, including futures, FX, and other products such as interest rate swaps and credit indices. This is a key hire working with an established and successful Portfolio Manager.

Key Responsibilities

• Research and develop systematic alpha signals with intraday to multi-day horizons
• Design, test, and implement fully automated trading strategies
• Work with large datasets to identify robust, scalable sources of alpha
• Contribute to expanding coverage across macro instruments (e.g. futures, FX, IRS, credit indices)
• Collaborate with trading and engineering teams to bring models into production

Requirements

• 3–7+ years of experience in quantitative alpha research
• Strong track record researching short- to medium-term signals
• Advanced degree (MSc or PhD preferred) in a quantitative discipline (e.g. Statistics, Mathematics, Physics, Engineering, Machine Learning)
• Strong foundation in statistics and probability
• Excellent programming skills in Python
• Experience working with large and complex datasets
• Detail-oriented, with a rigorous and methodical approach to research
• Ideally non-compete of less than 12 months

Compensation

• Competitive base salary in the range of $150,000–$250,000, depending on experience and location
• Performance-related bonus

Location

• London, New York, or Singapore

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