Systematic Quant Researcher - Macro

Job Description:

the successful candidate is expected to work closely with the Portfolio Manager in all aspects of signal generation and testing, and extract insights from a catalog of alternative datasets (i.e. non price and volume based) to develop systematic macro trading models. The candidate should be able to start July 2024 (or as soon as possible) in the New York office, with a starting salary of $200,000 and an expected 2024 bonus of approximately $300,000.

The candidate should be both creative and rigorous in order to detect meaningful patterns from (very) noisy data and avoid overfitting. The candidate should also feel comfortable working in a fast-moving environment and taking responsibilities for designed/developed solutions.

Responsibilities

• Scouting datasets and helping to onboard the ones that can be useful (cleaning, point in time alignment, etc.)
• Building hypotheses to create a trading signal
• Formulating tests to validate (or invalidate) these ideas
• Implementing the trading signal into production if statistically significant

Requirements

• PhD (preferably) or Masters in STEM, computer science or other quantitative discipline
• Eligibility and willingness to work from New York office
• No prior knowledge in finance is needed for Ph Ds
• Programming skills in Python
• Adaptable and rigorous
• Teamwork and communication skills
• Strongly Advised:
  Understanding of machine learning algorithms and application to time series
• Nice to Have:
  Experience with Linux