What You’ll Be Doing:

1. Generate and explore new alpha ideas grounded in both academic research and real-world market intuition
2. Design and implement systematic trading signals across macro asset classes, with a focus on short- and medium-horizon models
3. Work closely with the portfolio manager and trading group on all aspects of strategy design, including signal construction, portfolio optimization, risk frameworks, and execution
4. Contribute to the continuous development of an internal research platform and infrastructure
5. Stay ahead of the curve on new technologies, data sources, and academic insights relevant to systematic investing

What We’re Looking For:

1. 4–6 years of experience in a quantitative research role, ideally within a collaborative hedge fund or asset management environment
2. Demonstrated success developing and deploying alpha signals in futures or FX markets
3. Strong applied programming skills, preferably in Python (other languages such as R or MATLAB also considered)
4. Advanced degree (Master’s or PhD) in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, Financial Engineering, or Economics
5. Independent thinker with a strong analytical mindset and an ability to translate complex ideas into practical solutions
6. Excellent communication and a team-first mindset

Bonus Points For:

1. Familiarity with macro markets including fixed income, commodities, equity indices, and currencies
2. Experience working with alternative and large-scale datasets to extract investment-relevant features
3. Research or professional background in quantitative macro, asset pricing, econometrics, or related fields