Head of Quant Macro

Found and lead a new systematic macro vertical inside an established quantitative hedge fund. You hire the team, set the research agenda, run the risk and own the P&L.

• A founder's seat with full ownership of a new business line, not a research role inside an existing one.
• This is not a discretionary macro seat. The edge comes from systematic signals and rigorous portfolio construction, not top-down views.
• This is not a pure research seat. You allocate risk, manage drawdowns and answer for the returns.

• Where does a systematic macro book earn returns that the equity stat arb book does not already capture, and how do you keep the two uncorrelated at the fund level?
• How do you build a research process for markets with short histories, regime shifts and limited independent observations, and still keep the Sharpe high out of sample?
• How do you scale capital and sequence headcount from zero to a full vertical without diluting research quality?

• Full autonomy over strategy, hiring, research direction and risk within an agreed risk budget.
• Capital from day one and a defined path to a larger allocation as the book delivers performance.
• A fund with a track record of high risk-adjusted returns and a research culture you can recruit into.

Key Metrics

• A track record of running or leading systematic macro research or trading at a hedge fund or proprietary firm, with audited or verifiable Sharpe above what the fund targets.
• Experience building a strategy or team from scratch, or taking one from early capital to scale.
• Depth across one or more of rates, FX, commodities or cross-asset macro, with a research framework that has held up through changing regimes.
• Evidence of leading senior researchers: hiring, setting standards and developing talent.
• Ideas you can walk through end to end: the hypothesis, the validation, the sizing, the risk and the realised outcome.
• Strong Python for research, backtesting and production signal work.
• Statistical and econometric depth suited to low-frequency, low-sample data (time series, regime modelling, robust inference).
• Comfort with large datasets and a working view of the full pipeline from data to execution.

• Base salary: USD 350,, set by experience and track record.
• Incentive compensation: performance-based and aligned to the P&L of the vertical, with terms agreed at offer.
• Non-compete: expected. The client is willing to consider applicants with up to 12 months non-compete.
• Relocation: support is available for candidates moving to New York.

This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location.