A newly onboarded Systematic Macro PM at a $15bbn Hedge Fund in NYC is looking for a mid/senior level Futures Quant Researcher to work on a sleeve of systematic strategies within their team. The PM is a veteran in the systematic space, having help senior positions in several top-tier trading firms. The QR will be entrusted with end-to-end strategy development experience, collaborate alongside other people in the team and take ownership of the PnL they generate.
The PM is ideally seeking someone with experience in generating cross-asset futures signals and strategies with holding periods ranging from intraday to mid-frequency (days to weeks). This is a strong opportunity for someone looking to take a further step in their career and own the performance of their research. Additional desired skills for the role:
- 2+ years experience working on futures signal research (buyside is preferred, however open to strong sell side candidates as well).
- Exposure to not only alpha signal research but other components of the investment process like portfolio optimization, construction and risk.
- Experience working on intraday signals is a PLUS but not mandatory
- Strong Python skillset
- Advanced degree in STEM field, i.e. Operations Research, Physics, Math, Statistics, Computer Science
- Ability to work in an autonomous function but also eager to collaborate with others in the group
