Key Responsibilities:
- Design and develop systematic trading strategies with holding periods ranging from intraday to several weeks, with a focus on macro-driven relative value or CTA (Commodity Trading Advisor) approaches .
- Conduct in-depth quantitative research and signal generation using advanced statistical and machine learning techniques to identify inefficiencies in macro markets.
- Implement, back-test, and optimize systematic models to ensure robustness and adaptability to changing market conditions.
- Leverage extensive experience in macro asset classes and systematic trading to refine risk management and portfolio construction techniques.
- Stay ahead of market developments and advancements in quantitative finance, integrating cutting-edge methodologies into the research process.
- Work closely with trading, risk, and technology teams to align research insights with business objectives.
- Utilize Python and relevant data science/machine learning libraries to develop, test, and deploy strategies efficiently.
Qualifications & Experience:
- 5+ years of direct experience in macro systematic trading , with a proven track record in quantitative research or trading across commodities, FX, rates, or equity indexes .
- Strong background in mid to low frequency systematic strategies , particularly macro-focused relative value or CTA trading .
- Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering .
- Expertise in Python and proficiency in handling large datasets, statistical modeling, and machine learning techniques.
- Deep understanding of macro market dynamics, quantitative finance, and numerical techniques relevant to systematic trading.
- Strong problem-solving abilities and experience in handling complex data analysis and model development .
- Excellent communication skills, with the ability to articulate research findings to both technical and non-technical stakeholders.
- Ability to work effectively within a collaborative, high-performance research team.
This role offers the opportunity to apply macro systematic expertise within a cutting-edge quantitative research environment. If you have a strong background in macro systematic trading strategies and are passionate about developing innovative quantitative models, we encourage you to apply.
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