Role:-
Quantitative researcher to help build out a new systematic macro (futures, FX, and vol) business. The main focus will be working on mid-frequency alpha strategies.
*Develop systematic trading models across FX, commodities, fixed income, and equity markets
*Alpha idea generation, back testing, and implementation
*Assist in building, maintenance, and continual improvement of production and trading environments
*Evaluate new datasets for alpha potential
*Improve existing strategies and portfolio optimization
*Execution monitoring
*Be a core contributor to growing the investment process and research infrastructure of the team
Requirements:-
*PhD in mathematics, statistics, physics or other quantitative discipline.
*Experience in quantitative trading, ideally in FX or futures
*Experience with alpha research, portfolio construction and optimization
*Experience building statistical/technical, fundamental, and data driven signals
*Experience synthesizing predictive signals for both cross-sectional and time-series models
*Strong experience with data exploration, dimension reduction, and feature engineering
*Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.
Apply:-
Please send a PDF CV to