We are hiring a Macro Quantitative Researcher to focus on alpha generation within a collaborative, research driven investment team. This role is centered on discovering, testing, and scaling quantitative macro signals, with ownership across the full research lifecycle and direct impact on live PnL.

The team emphasizes intellectual rigor, openness, and shared research ownership rather than siloed development or execution support.

* Research and develop alpha signals across global macro markets including rates, FX, futures, and equity indices
* Generate systematic and semi systematic strategies driven by macroeconomic structure, cross asset relationships, and market dynamics
* Apply statistical, econometric, and machine learning techniques to signal discovery and validation
* Evaluate robustness, capacity, and risk characteristics of strategies
* Partner with portfolio construction and trading to move research into production
* Monitor live strategies and iterate based on performance and regime changes

* 4+ years experience conducting alpha oriented quantitative research in macro or multi asset strategies
* Strong foundation in time series analysis and statistical modeling
* Proficiency in Python for research and prototyping
* Understanding of portfolio construction and risk management
* Genuine interest in markets and macro drivers

* Research first mindset with clear ownership over ideas
* Comfortable working collaboratively and sharing research openly
* Practical, commercial perspective on model design and deployment

Are you interested in this position?

 

Apply by clicking on the “Apply Now” button below!

 

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