Quantitative Researcher

We are partnering with a highly regarded systematic hedge fund to hire a

Senior Systematic Macro Quantitative Researcher

for one of its flagship macro pods in New York.

This macro team, now operating as a dedicated branch within a larger multi-strategy systematic platform, consists of 12 researchers, engineers, and traders focused on building scalable, data-driven macro strategies across global asset classes.

This is a senior-level position working directly alongside the Senior Portfolio Manager. The hire will play a critical role in shaping research direction, generating alpha, and scaling systematic macro strategies across rates, FX, commodities, and equities.

You will have meaningful ownership over idea generation, model development, and portfolio construction - with real visibility into P\&L and investment decisions.

Responsibilities

• Research and develop systematic macro signals across global markets
• Design, backtest, and implement scalable trading strategies
• Partner closely with the PM on portfolio construction and risk allocation
• Work cross-functionally with technology, data, and other research teams
• Contribute to improving infrastructure, research standards, and deployment processes

Ideal Background

• 6\+ years of experience in systematic macro research or trading
• Strong experience in signal generation and portfolio construction
• Proficiency in Python (experience with C\+\+ or other performance languages is a plus)
• Deep understanding of global macro markets (rates, FX, commodities, equity indices)
• Proven track record of contributing to live strategies