Macro Quantitative Developer

Responsibilities:

1. Performance and Risk Analysis:
   1. Analyze portfolio performance, risk factors, and PnL contributions.
   2. Conduct pre- and post-trade risk analysis.
   3. Evaluate trade performance and contribute to tool development.

2. Quantitative Tools:
   1. Develop in-house quantitative tools.
   2. Create investable indices, proprietary models, and execution infrastructure.

3. Portfolio Management:
   1. Participate in portfolio management.
   2. Provide valuable feedback.

Requirements:

• Masters or PhD in a STEM field.
• Strong Python Skills (Python preferred but not required)
• Excellent communication
• Although not a set requirement futures and derivatives experience is a plus.