Quantitative Researcher

Quantitative Researcher - Systematic Macro (VP)New York / London | Leading systematic hedge fundWe’re working with one of the largest and most established systematic investment managers on a hire into one of its macro teams.The teamA small, tight-knit group of researchers and developers, run by the PMIt works as an independent unit and owns the full research process: data, feature engineering, signal research and portfolio construction. Execution is handled centrally.Strategies are systematic and mid-frequency, with holding periods mostly from a few days to a couple of weeksIt trades liquid macro instruments: rates futures, interest rate swaps, forwards and FX. No credit.What you’ll doResearch and build new alpha signals across global rates and FXWork across large and alternative datasets to find new sources of returnApply statistical and machine learning methods to macro forecastingContribute to portfolio construction and sizing, with real ownership of what goes into the bookWhat we’re looking for4+ years of buy-side quant research in macro: rates, FX, futures or similarStrong statistics, time series and machine learning skillsA PhD or master’s in a quantitative field (maths, statistics, physics, computer science, financial engineering)Strong PythonExperience with modern AI tooling in your research workflow is a plusPackageBase of $200,000 to $300,000, plus a discretionary bonus that’s a meaningful part of total compensationSign-on available where a bonus would be forfeitedFull benefitsIf this sounds like you, apply here or message me directly. All conversations are