A rapidly-growing global macro fund in NYC has performed exceptionally well over the past few years and as a result is reinvesting in their firm to further build their fully-automated trading business. Note that the firm deploys systematic and discretionary macro strategies across liquid commodities, foreign exchange, and fixed income products. The team is ideally looking to add an expert in the short-term commodities futures trading space, however they are open to looking at candidates with experience in medium-frequency trading as well.
- Researching, developing, and implementing systematic trading strategies trading global commodities futures.
- Liaising with C-level executive in order to drive the firms systematic research agenda
- Utilizing cutting edge data analysis and analyzing large datasets in order to generate alphas signals
- Managing capital as a portfolio manager with the ability to expand a team
- 8+ years of experience as a Sr. Quant Researcher/PM
- Exceptional Futures/Commodities product knowledge
- Proficiency in Python and C++
- Strong communication skills to work with internal and external stakeholders
Given the current situation, the entire interview process will take place remotely - please note, the firm is looking to fill this position in Q1. If you meet the above, please apply now!