I am currently working with a $5BN AUM Hedge Fund in New York that is actively looking for Senior Quantitative Researchers within the Systematic Fixed Income and broader Macro space as they just recently hired a new PM from a competitor who is looking to build out a new team focusing on systematic Global Macro.
They are looking for exceptionally strong Systematic Fixed Income and Macro Researchers that will play a pivotal role in assisting in the building out a new from scratch, and to assist the PM in developing the foundational strategies, alpha models, and tools for the team through collaboration on alpha and signal generation across the entirety of the research process. This role offers an exciting opportunity for those who to join a growing and extremely competitive buyside firm under a PM with a successful track record on a small team where you will be able to clearly see the impact of your contributions and have more ownership over your work!
Key Responsibilities:
- Collaborate with the PM to generate forecasting ideas, conduct statistical analysis, and generate alpha signals for the implementation systematic strategies across Interest Rates, Mortgages, Credit, Volatility, etc.
- Apply statistical methods to develop foundational models and analytical tools, as well as conduct work on portfolio optimization and backtesting strategies
Qualifications:
- Advanced degree (Masters or Ph.D.) in a quantitative field (e.g., mathematics, finance, economics, physics, computer science)
- 3+ years of experience developing and implementing systematic trading models or generating alpha for systematic Fixed Income or Macro strategies
- Strong knowledge of statistics and programming skills in Python and experience within Matlab and VBA area a plus
