Perform rigorous and innovative research to develop systematic signals for global macro (Futures, FX, etc.) markets
Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in high to mid frequency trading space
Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets

Develop systematic trading models across FX, commodities, fixed income, and equity markets
Alpha idea generation, backtesting, and implementation
Assist in building, maintenance, and continual improvement of production and trading environments
Evaluate new datasets for alpha potential
Improve existing strategies and portfolio optimization
Execution monitoring
Be a core contributor to growing the investment process and research infrastructure of the team

MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
2+ years of signal research experience in macro trading as part of a proprietary trading team
Prior professional experience with feature engineering, modeling, or monetization
Ability to efficiently format and manipulate large, raw data sources
Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
Collaborative mindset with strong independent research abilities
Commitment to the highest ethical standards

Macro Quantitative Researcher

AI overview