- New York, New York, United States
- Full-time · Mid
- $150K–$200K per year
Quantitative researcher to help build out a systematic macro (futures, FX, and vol) strategies with a focus on mid-frequency alpha strategies.
Compensation
The annual base salary range for this role is $150,000-$200,000 (USD), which does not include discretionary bonus compensation or our comprehensive benefits package.
Responsibilities
- 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
Requirements
- Masters or PhD in mathematics, statistics, physics or other quantitative discipline
- PhD in statistics or machine learning
- Nice to have: FX
- Nice to have: futures
- Nice to have: risk management