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Multi-strategy hedge fund

Quantitative Researcher – Systematic Macro

Location
New York, NY
Compensation
Total compensation of $350,000 – $450,000
Firm Type
Multi-strategy hedge fund

What You'll Be Doing

As a Quantitative Researcher on the Systematic Macro team, you will leverage your expertise to drive the development of innovative quantitative models aimed at generating alpha across various macro asset classes.

  • Conduct signal research and ideation to uncover new investment opportunities.
  • Construct factors and backtest models to validate strategies.
  • Optimize portfolios within a systematic multi-manager framework.
  • Utilize large-scale financial datasets for in-depth analysis.

Who We're Looking For

  • Strong programming skills in Python, C++, or R.
  • Deep knowledge of statistics, econometrics, and machine learning.
  • Experience with time-series analysis, regime detection, and macro factor modeling.
  • PhD or advanced degree in Mathematics, Statistics, Physics, Computer Science, Economics, or a related quantitative field is strongly preferred.

Why This Role

This is a unique opportunity to join a leading multi-strategy hedge fund with a robust infrastructure and a collaborative environment. You will work alongside top-tier professionals, contributing to high-impact projects that shape the future of systematic macro investing.

Interested in this role?

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