Quantitative Researcher - Macro

Quantitative Researcher - Macro: Develop systematic trading models, alpha idea generation, and portfolio optimization for FX, commodities, fixed income, and equity markets. Assist in building and maintaining production environments and evaluating new datasets for alpha potential.

Requirements

• Masters or PhD in mathematics, statistics, physics or other quantitative discipline.
• Experience in quantitative trading, ideally in FX or futures.
• Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.
• Strong experience with data exploration, dimension reduction, and feature engineering.
• Thorough understanding of and comfort using a variety of regression techniques—including OLS, MLS, Ridge, Lasso, and Bayesian inference—as well as techniques for dealing with errors that can occur, such as auto-correlation and heteroskedasticity.

Benefits

• Comprehensive benefits package
• Discretionary bonus compensation