A well-known hedge fund’s systematic investment team seeks a macro quantitative researcher to develop new signals and strategies in a fast-paced, collaborative environment.
Responsibilities:
- Work with the Portfolio Manager to develop systematic strategies across Fixed Income, FX, Equity Index, and Commodities.
- Conduct data gathering, analysis, and model implementation for macro-economic behaviors.
- Engage in a transparent investment process from idea generation to signal deployment.
Qualifications:
- Proficient in Python, with knowledge in quantitative finance and econometrics.
- Bachelor’s, Master’s, or Ph.D. in Computer Science, Engineering, or related STEM field.
- 1-3 years in a quantitative research role, with experience in large datasets and econometric models.
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