ROLE:
Quantitative researcher to help build out a systematic macro (futures, FX, and vol) business. Core focus will be working on short-term to mid-frequency alpha strategies.
RESPONSIBILITIES:
*Develop systematic trading models across fixed income, currency and commodity (FICC) markets
*Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
*Perform feature engineering with price-volume, order book, and alternative data for intraday to daily horizons in mid frequency trading space
*Perform feature combination and monetization using various modeling techniques
*Assist in building, maintenance, and continual improvement of production and trading environments coupled with execution monitoring.
*Contribute to the research infrastructure of the team.

REQUIREMENTS:
*Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
*2-5 years of experience in macro quantitative trading, preferably FICC
*Experience synthesizing predictive signals for both cross-sectional and time-series models driven by statistical/technical, fundamental, and data driven signals
*Ability to efficiently format and manipulate large, raw data sources
*Strong experience with data exploration, dimension reduction, and feature engineering
*Demonstrated proficiency in Python. Familiarly with data science toolkits, such as scikit-learn, Pandas. Experience with machine learning is a plus
*Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
*Collaborative mindset with strong independent research abilities