Generate and explore new alpha ideas grounded in both academic research and real-world market intuition
Design and implement systematic trading signals across macro asset classes, with a focus on short- and medium-horizon models
Work closely with the portfolio manager and trading group on all aspects of strategy design, including signal construction, portfolio optimization, risk frameworks, and execution
Contribute to the continuous development of an internal research platform and infrastructure
Stay ahead of the curve on new technologies, data sources, and academic insights relevant to systematic investing
What We’re Looking For:
4-6 years of experience in a quantitative research role, ideally within a collaborative hedge fund or asset management environment
Demonstrated success developing and deploying alpha signals in futures or FX markets
Strong applied programming skills, preferably in Python (other languages such as R or MATLAB also considered)
Advanced degree (Master’s or PhD) in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, Financial Engineering, or Economics
Independent thinker with a strong analytical mindset and an ability to translate complex ideas into practical solutions
Excellent communication and a team-first mindset
Bonus Points For:
Familiarity with macro markets including fixed income, commodities, equity indices, and currencies
Experience working with alternative and large-scale datasets to extract investment-relevant features
Research or professional background in quantitative macro, asset pricing, econometrics, or related fields