Role Overview
We’re looking for a driven, intellectually aggressive Macro Quant Researcher / Trader to turn global economic insight into scalable, systematic trading strategies across rates, FX, commodities, and cross-asset markets. This role sits at the core of research and risk-taking, with direct impact on portfolio construction and P&L.
What You’ll Do
- Develop systematic macro strategies driven by growth, inflation, liquidity, and policy regimes
- Build predictive models using econometrics, statistics, and machine learning
- Design institutional-grade backtests with realistic cost and liquidity modeling
- Construct and optimize multi-asset portfolios with dynamic risk allocation
- Monitor live performance, adapt to regime shifts, and continuously refine edge
What You Bring
- 2–5 years in macro research, global markets trading, or quant strategy development
- Advanced degree in a quantitative field
- Strong Python skills; production-level coding ability
- Deep understanding of macroeconomics, monetary policy, and cross-asset dynamics
- A probabilistic mindset and disciplined risk management approach
If you think in regimes, trade in probabilities, and want your research directly tied to capital allocation, this is where macro meets measurable impact.
