A leading multi-strategy hedge fund in New York is looking to hire a mid–senior level Macro Quantitative Researcher to join a high-performing, cross-asset investment team. The role sits at the intersection of systematic macro research, portfolio construction, and live trading, with a clear path to impact PnL through scalable signal development.
Responsibilities
- Develop and implement systematic macro strategies across FX, rates, equities, and commodities
- Build forecasting and nowcasting models (e.g. factor models, VARs, regime-switching frameworks) to capture macroeconomic dynamics
- Generate alpha signals from macro data, alternative datasets, and market-based indicators
- Partner closely with PMs on portfolio construction, risk allocation, and trade implementation
- Design robust backtesting frameworks with a strong focus on transaction costs, liquidity, and execution
- Conduct scenario analysis and stress testing across macro regimes (inflation, growth, liquidity cycles)
- Contribute to production deployment, monitoring, and ongoing refinement of live strategies
Requirements
- 3–8+ years of experience in macro quantitative research or systematic macro investing
- Strong background in time series modeling, econometrics, and/or machine learning
- Experience working across multi-asset markets (FX, rates, equities, commodities)
- Proven ability to take research from idea generation to live trading/PnL impact
- Proficiency in Python (or similar), with experience handling large and complex datasets
- Strong understanding of macro frameworks (growth, inflation, policy, liquidity) and how they translate into tradable signals
If you’re interested in applying advanced quantitative methods to macro investing within a fast-paced, capital-driven environment, this is a strong opportunity to make an immediate impact.
