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

• Develop systematic trading models across FX, commodities, fixed income, and equity markets
• Alpha idea generation, backtesting, 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

Desirable Candidates

• MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
• 2+ years of signal research experience in macro trading as part of a proprietary trading team
• Prior professional experience with feature engineering, modeling, or monetization
• Ability to efficiently format and manipulate large, raw data sources
• Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
• Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
• Collaborative mindset with strong independent research abilities
• Commitment to the highest ethical standards