Systematic Macro Quantitative Researcher

A leading hedge fund is seeking a Systematic Macro Quantitative Researcher to join its New York-based team. The successful candidate will be responsible for researching, developing, and implementing alpha signals and systematic trading strategies across global macro asset classes, including rates, FX, commodities, and equities. This role offers the opportunity to work closely with portfolio managers and technology teams in a highly collaborative, research-driven environment.

• Conduct research to identify and develop predictive signals across global macro market
• Design, backtest, and implement systematic trading strategies
• Analyze large datasets and alternative data sources to uncover investment opportunities
• Collaborate with portfolio managers, traders, and engineers to enhance portfolio performance and execution
• Monitor and refine existing models and contribute to the continuous improvement of the research infrastructure

• Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative field.
• Strong programming skills in Python; experience with C++ is a plus.
• Proven experience developing quantitative models and systematic trading strategies.
• Solid understanding of global macro markets and statistical techniques.
• Excellent analytical, problem-solving, and communication skills.

The fund offers a highly competitive compensation package and the opportunity to work alongside some of the industry's leading investors and researchers.