What You’ll Be Doing:
*Generate and explore new alpha ideas grounded in both academic research and real-world market intuition
*Design and implement systematic trading signals across macro asset classes, with a focus on short- and medium-horizon models
*Work closely with the portfolio manager and trading group on all aspects of strategy design, including signal construction, portfolio optimization, risk frameworks, and execution
*Contribute to the continuous development of an internal research platform and infrastructure
*Stay ahead of the curve on new technologies, data sources, and academic insights relevant to systematic investing
What We’re Looking For:
*4–6 years of experience in a quantitative research role, ideally within a collaborative hedge fund or asset management environment
*Demonstrated success developing and deploying alpha signals in futures or FX markets
*Strong applied programming skills, preferably in Python (other languages such as R or MATLAB also considered)
*Advanced degree (Master’s or PhD) in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, Financial Engineering, or Economics
*Independent thinker with a strong analytical mindset and an ability to translate complex ideas into practical solutions
*Excellent communication and a team-first mindset
Bonus Points For:
*Familiarity with macro markets including fixed income, commodities, equity indices, and currencies
*Experience working with alternative and large-scale datasets to extract investment-relevant features
*Research or professional background in quantitative macro, asset pricing, econometrics, or related fields