Macro Quantitative Researcher

Role / Responsibilities

• Perform rigorous and innovative research to develop systematic signals for global macro (Futures, FX, etc.) markets
• Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons in high to mid frequency trading space
• Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
• Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
• Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets

Requirements

Desirable Candidates