Global Macro Quantitative Researcher

Alexander Chapman; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Alexander Chapman is seeking a Quantitative Researcher to join its hedge fund team. The role focuses on developing quantitative models, researching alpha signals, and building systematic trading strategies across global markets.

The candidate will conduct statistical analysis, backtests, and collaborate with traders to implement research insights into live strategies. Strong Python, time series, and optimization expertise are essential for success.

Qualifications

• 3+ years of experience in quantitative research, systematic trading, or financial modeling.
• Advanced degree in a quantitative field preferred.
• Strong Python skills and experience with statistical modeling, machine learning, and data analysis.
• Experience researching financial markets and developing systematic strategies.
• Strong understanding of time series analysis, optimization, and quantitative techniques.

Responsibilities

• Research and develop systematic strategies across global macro asset classes including futures, FX, rates, commodities, and equities.
• Build predictive models, conduct statistical analysis, and backtest trading strategies.
• Analyze large datasets to identify market inefficiencies and generate investment insights.
• Collaborate with portfolio managers and traders to implement quantitative research into live strategies.

Skills

Python

Statistical modeling

Machine learning

Data analysis

Time series analysis

Optimization

Education

Advanced degree in a quantitative field

Job description

A leading global hedge fund is seeking a Quantitative Researcher to join its systematic macro investment team. The successful candidate will develop quantitative models, research alpha signals, and build systematic trading strategies across global markets.

Responsibilities

• Research and develop systematic strategies across global macro asset classes including futures, FX, rates, commodities, and equities.
• Build predictive models, conduct statistical analysis, and backtest trading strategies.
• Analyze large datasets to identify market inefficiencies and generate investment insights.
• Collaborate with portfolio managers and traders to implement quantitative research into live strategies.

Requirements

• 3+ years of experience in quantitative research, systematic trading, or financial modeling.
• Advanced degree in a quantitative field (preferred).
• Strong Python skills and experience with statistical modeling, machine learning, and data analysis.
• Experience researching financial markets and developing systematic strategies.
• Strong understanding of time series analysis, optimization, and quantitative techniques.