Systematic Macro Quantitative Researcher – Futures/Forwards – Tier 1 Multi-Strat

Key Responsibilities:

• Research, develop, and implement systematic macro trading strategies focused on futures and forwards across asset classes.
• Design and enhance predictive models, leveraging large datasets, statistical techniques, and machine learning.
• Conduct rigorous backtesting and performance evaluation to ensure robust alpha generation.
• Work closely with PMs, traders, and other quants to optimize execution and risk management.
• Utilize proprietary data and alternative datasets to refine trading signals and portfolio construction.

Requirements:

• Ph.D. or Master’s in Mathematics, Computer Science, Statistics, Engineering, or a related field.
• Strong experience in systematic macro research with a focus on futures and forwards.
• Advanced programming skills in Python, R, C++, or MATLAB.
• Deep understanding of statistical modeling, time-series analysis, and machine learning.
• Experience in signal generation, alpha research, and portfolio optimization.
• Prior experience at a hedge fund, proprietary trading firm, or asset management firm is a plus.

Why Join?

• Highly competitive compensation with performance-based incentives.
• Work in a collaborative, research-driven environment with some of the best minds in quant finance.
• Access to proprietary data, world-class technology, and significant capital backing.

This is a unique opportunity to develop and scale systematic macro trading strategies at a top-tier hedge fund. If you are passionate about quantitative research, predictive modeling, and alpha generation, apply now!