Quantitative Researcher - Systematic Macro

We're looking for a Quantitative Researcher to join our growing Systematic Macro investment team. The successful candidate will be expected to add value across multiple dimensions of the investment process - including idea generation, alpha research, portfolio construction, risk management, and trade execution. Our team operates in a very flat, non-siloed environment, with the expectation to contribute across multiple areas of the investment stack.

Responsibilities

• Develop, test, and implement quantitative models to generate alpha in futures, FX, commodities, and/or interest rates markets.
• Perform rigorous data cleaning, preprocessing, and validation to ensure analysis accuracy and reliability.
• Able to manage projects independently while being willing to openly discuss, share, and collaborate with PM and team.

Qualifications

• 3+ years of work experience in alpha research
• Proficient in Python development with deep experience using libraries such as pandas and sklearn
• Familiarity with common machine learning models and techniques including bagging, gradient boosting, and unsupervised learning.
• Strong skills in data analysis, statistics, mathematics, and programming coupled with a problem-solving mindset.
• Deep understanding of time series model validation best practices, particularly with regards to overfitting predictive models

Preferred Qualifications

• Previous research experience within systematic futures/macro
• Experience with statistical arbitrage strategies
• Understanding of common macro investment factors
• Experience with intraday trading and transaction cost analysis

Candidate must be based in NY.