Macro Systematic Quant Researcher - $20BN AUM Hedge Fund - NYC
One of the top multi-manager hedge funds ($20BN AUM+) in NYC is looking for a Macro Quant Researchers to join their team. The firm has expanded multiple macro PM's in recent months and are looking for experienced QR's to join the teams.
This is an amazing opportunity for a candidate looking to take the next step in their career with a challenging new role at a premier fund. You will have the opportunity to implement alpha generating strategies from day one. And working under a high-level PM will provide excellent learning and development for candidates or all seniority's looking to take the next step in managing portfolio/strategy risk.
Responsibilities will include:
- Research, development and implementation of quantitative models and strategies within the macro (Credit, IR or FX) space
- Conduct quantitative research with a focus on statistical and predictive modelling
- Work directly with a portfolio manager to research, develop and implement multiple new trading strategies
- Assist with the development and implementation of the trading algos
- Ad-hoc support for other projects and tools within the team
Ideal candidates should possess:
- 2+ years of experience of hands on modelling/research of macro products
- Exceptional programming and quantitative skills (Python, C++ or KDB/q)
- Masters degree in a computation field, Ph.D preferred
- Experience working in a quantitative development capacity is a plus
- Candidates with strategy track records (holding periods of hourly-weekly) are a plus
If there is an interest, please click the APPLY NOW button below.
Macro Systematic Quant Researcher - $20BN AUM Hedge Fund - NYC
One of the top multi-manager hedge funds ($20BN AUM+) in NYC is looking for a Macro Quant Researchers to join their team. The firm has expanded multiple macro PM's in recent months and are looking for experienced QR's to join the teams.
This is an amazing opportunity for a candidate looking to take the next step in their career with a challenging new role at a premier fund. You will have the opportunity to implement alpha generating strategies from day one. And working under a high-level PM will provide excellent learning and development for candidates or all seniority's looking to take the next step in managing portfolio/strategy risk.
Responsibilities will include:
- Research, development and implementation of quantitative models and strategies within the macro (Credit, IR or FX) space
- Conduct quantitative research with a focus on statistical and predictive modelling
- Work directly with a portfolio manager to research, develop and implement multiple new trading strategies
- Assist with the development and implementation of the trading algos
- Ad-hoc support for other projects and tools within the team
Ideal candidates should possess:
- 2+ years of experience of hands on modelling/research of macro products
- Exceptional programming and quantitative skills (Python, C++ or KDB/q)
- Masters degree in a computation field, Ph.D preferred
- Experience working in a quantitative development capacity is a plus
- Candidates with strategy track records (holding periods of hourly-weekly) are a plus
If there is an interest, please click the APPLY NOW button below.
