Senior Quant Researcher – Systematic Macro RV

Job Description

A leading hedge fund managing over $10 billion has a well-established Macro desk and is currently looking to expand its team. They are hiring multiple senior quant researchers who will act as sub-portfolio managers, leading the development of statistical arbitrage RV strategies in commodities such as metals, softs, and power. Each researcher will have their own carve-out from the central book, with compensation based on PnL generated by their signals. This role offers the opportunity to collaborate with the central Macro desk and other quant researchers to develop systematic macro strategies, without the need to manage a team or be a standalone portfolio manager.

Key Qualifications

• Exceptional programming skills in Python or C++
• At least 3 years of experience generating positive alpha in systematic macro strategies
• Experience in commodities trading, specifically in softs, metals, and energy/power sectors