I am working with a tier 1 hedge fund in New York City assisting with the build-out of a systematic global macro desk. The main emphasis on the desk is mid frequency trading across futures and FX.
Responsibilities:
- Working on ongoing alpha research projects in the futures and FX space
- Researching, developing, and participating in the full process of alpha modeling
- Be involved in data scouting, hypothesis generation, back-testing, and production modeling
- Will sit in the NYC office alongside 2-3 other researchers (Hybrid flexibility available)
Requirements
- 3-5 years experience in the systematic trading space with a focus on mid frequency or intraday strategies
- Experience working with Bonds, FX, and Equity indexes (Spot/Futures)
- Masters or PhD in a quantitative field such as Physics, Applied Mathematics, Statistics or Computer Science
- Strong development experience in Python
- Highly motivated with experience in modeling large amounts of data