Quantitative Researcher

Perform rigorous and innovative research to discover systematic anomalies in global macro markets. Conduct feature engineering, combination, and monetization using various modeling techniques. Manage the research pipeline and contribute to the analysis framework.

Requirements

• Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
• 2+ years of signal research experience in macro trading as part of a 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