Role:-Quantitative researcher to help build out a new systematic macro (futures, FX, and vol) business. The main focus will be working on mid-frequency alpha strategies.
- Develop systematic trading models across FX, commodities, fixed income, and equity markets
- Alpha idea generation, backtesting, and implementation
- Assist in building, maintenance, and continual improvement of production and trading environments
- Evaluate new datasets for alpha potential
- Improve existing strategies and portfolio optimization
- Execution monitoring
- Be a core contributor to growing the investment process and research infrastructure of the team
Requirements:-
- PhD in mathematics, statistics, physics or other quantitative discipline.
- Experience in quantitative trading, ideally in FX or futures
- Experience with alpha research, portfolio construction and optimization
- Experience building statistical/technical, fundamental, and data driven signals
- Experience synthesizing predictive signals for both cross-sectional and time-series models
- Strong experience with data exploration, dimension reduction, and feature engineering
- Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.
Apply:-
Please send a PDF CV to