A top quantitative hedge fund based in New York is looking to hire a Quantitative Researcher to work directly with one of the firm's highest performing Portfolio Managers. You will have the opportunity to generate PnL through the research and development of systematic global macro strategies. This firm is offering competitive base salary in industry leading PnL splits.
Responsibilities:
- Collaborate with PM to research, create and implement short-term, systematic trading strategies.
- Participate in the full cycle investment process from idea generation to trade execution.
- Identify potential macro investment opportunities and develop automated trading strategies.
Qualifications:
- Proficient in Python
- Bachelor, Masters or PhD in a quantitative discipline.
- 3-5+ years of quant research experience working as a part of fixed income trading/ global macro trading team.
- Experience using machine learning, linear regression, and various statistical techniques.
- Experience working with government auction bonds (preferred, not required)
