Quantitative Researcher, Systematic Macro

Millennium • New York, NY

2d • $150,000 - $200,000 • Onsite

About The Position

A fast-growing, collaborative and entrepreneurial systematic investment team is seeking a highly skilled Quantitative Researcher with expertise in systematic macro strategies. The ideal candidate will contribute to alpha research, signal development, and strategy implementation in a dynamic and fast-paced environment. This role offers significant career growth.

Requirements

• Strong research and programming skills, with proficiency in Python.
• Solid experience with data analytics libraries (e.g., Pandas, SciPy, NumPy, Polars); extensive library-building experience is a plus.
• Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Physics, Engineering, Financial Engineering, Computer Science or related field from a top ranked university. Strong candidates with Bachelor’s degree will also be considered.
• Exceptional problem-solving abilities, intellectual curiosity (especially in alpha research), and a proactive research mindset.
• Creativity and out of the box thinking, combined with rigorous quantitative analysis.

Nice To Haves

• 2+ years of experience in quantitative research with a focus on systematic macro strategies.
• Preferred experience in hedge fund alpha research in commodities, FX, equity and bond futures.
• Experience in macro intraday strategies is a strong plus.
• Experience in trading cost analysis is a plus.
• Experience in machine learning is a plus.

Responsibilities

• Work closely with the Senior Portfolio Manager to develop systematic macro strategies, focusing on alpha research, including idea generation, data preprocessing, statistical analysis, backtesting and implementation.
• Contribute to and enhance the internal research platform, including data pipelines, statistical learning tools, alpha analytics, and backtesting frameworks.
• Independently explore and develop new alpha ideas while collaborating in a transparent and team oriented environment.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level