Job Title: Macro/Futures Quantitative Researcher
Location: New York
Overview: A top-tier multi-manager hedge fund is seeking an experienced Macro Quantitative Researcher with a focus on futures trading strategies. The successful candidate will join a high-caliber team to develop and implement quantitative strategies, aiming to generate alpha through proprietary signal research.
Key Responsibilities:
- Conduct research and develop alpha-generating strategies for macro futures markets.
- Backtest and implement models to ensure robustness and efficiency.
- Monitor and optimize strategies for risk-adjusted performance.
- Collaborate with portfolio managers and traders to enhance strategy performance.
- Continuously research market dynamics to refine and develop new signals.
Qualifications:
- 5-10+ years of experience generating alpha signals specifically within macro futures markets.
- Proven track record of creating and deploying successful macro futures signals.
- Strong programming skills in Python, R, or similar languages.
- Expertise in quantitative research methodologies, data analysis, and signal generation.
- Familiarity with backtesting frameworks and systematic trading environments.
- Advanced degree (Master's or PhD) in a quantitative discipline such as Physics, Mathematics, or Computer Science.
Skills & Competencies:
- Strong quantitative and analytical skills with a deep understanding of macroeconomic drivers.
- Ability to work in a fast-paced, collaborative environment with a focus on results.
- Strong communication skills, both written and verbal, with the ability to explain complex models to non-technical stakeholders.
Compensation: $200K-$250K base salary plus performance-based incentives.
