Systematic Macro Researcher at Technology-Driven Hedge Fund

A large, collaborative quantitative hedge fund with a strong focus on novel technology, data driven solutions, and automation is looking to hire a Quantitative Researcher to help research and implement systematic strategies across global macro asset classes, with a focus on MFT alpha generation.

Role Responsibilities

• Research, design, and backtest systematic macro trading strategies across futures, FX, rates, and/or commodities.
• Develop and evaluate predictive signals using various datasets, including macroeconomic, price/volume, and alternative datasets.
• Work with portfolio managers and developers to productionize strategies.
• Monitor live strategy performance, improve signal robustness, and adapt to market regimes.

Candidate Profile

• Academic Background: BS/MS/PhD in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or related fields.
• Experience: 2-6 years in a quantitative research role, ideally in macro or multi-asset systematic trading.
• Technical Skills: Strong programming skills in Python required (C++/Java a plus); experience with backtesting frameworks and statistical modeling.
• Markets Knowledge: Exposure to macro asset classes (e.g., FX, fixed income, equity indices, commodities) and experience working with futures or swaps preferred.

Opportunities available in Hong Kong, Singapore, Dubai, Shanghai, Taiwan, Mumbai and New York