Systematic Macro Quant Researcher
A leading US Hedge Fund ($10Bn+ AUM), base in NYC, with a reputation for innovation is looking for Systematic Macro Quant Researcher to join an exciting new group. They're building out a collaborative Fixed Income Quant book that will utilize both discretionary and quantitative data for signal generation. The role would be focused on signal generation and strategy improvement, as well as portfolio optimization. You will be involved in all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, back testing, and performance monitoring. The business unit is well regarded internally and they're looking for a candidate with upward mobility who could grow with the business.
Responsibilities
- Development of alpha strategies, and signal generation.
- Improvement of existing strategies, portfolio optimization and evaluating new data-sets for alpha potential.
- Contributing to the continuous improvement of the investment process.
- Enhance alpha generating capabilities by leveraging on developments in technology and data such as machine learning and alternative data sources.
- Portfolio construction research and capital allocation analysis
Requirements:
- Ph.D. in a quantitative discipline.
- Demonstrated ability to program, preferably in Python and C++
- 3+ years' experience building quant tools for global macro products.
- Ability to conduct independent research utilizing large data sets.
- Prior experience researching and developing quantitative models
