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