Head of Systematic Macro Strategy at Trexquant, Stamford CT

Neolife Updates; Stamford (CT); Sur place; USD 280 000 - 600 000; Plein temps

Avantages offerts par ce poste

Health insurance

Performance bonus

Collaborative culture

Résumé du poste

Trexquant Investment LP in Stamford, CT, seeks a senior quantitative professional to establish and lead its Systematic Macro Strategy team. This full-time leadership role will integrate macro asset classes into the firm’s quantitative framework to expand tradable strategies and enhance profitability.

The role requires 5+ years in systematic macro research/trading, strong leadership, and expertise in Python. Expect a competitive salary, bonus, and a collaborative environment.

Qualifications

• Bachelor's, Master's, or Ph.D. in Mathematics, Statistical Modeling, Computer Science, or a related STEM discipline.
• Minimum 5 years researching and trading systematic macro-based strategies.
• Demonstrated experience managing or leading quantitative research teams.
• Exceptional quantitative skills.
• Strong proficiency in Python.

Responsabilités

• Lead a team of quant researchers dedicated to macro alpha signal generation.
• Design and deploy a diversified suite of systematic macro strategies across asset classes.
• Partner with the execution desk to align new macro portfolios with existing strategies.
• Source high-quality macro datasets and maintain robust pipelines for backtesting and live deployment.
• Work alongside the development team to upgrade simulation speed, accuracy, and reliability for macro instruments.
• Collaborate with the risk team to define macro-specific exposures and optimize capital allocation.
• Present research insights and strategy performance to senior management.

Connaissances

Quantitative analytics

Python

Leadership

Macro strategy

Formation

PhD/MS/BA in STEM

5+ years maco strategies

Outils

Python

Description du poste

Head of Systematic Macro Strategy Team (USA) at Trexquant Investment LP, Stamford CT

Trexquant Investment LP is seeking a senior quantitative professional to establish and direct its Systematic Macro Strategy team. This full-time leadership role, based in Stamford, CT, focuses on integrating macro-related asset classes—such as FX—into the firm's proven quantitative framework to expand its tradable universe, enhance profitability, and sharpen its competitive edge.

Core Responsibilities

• Team Leadership: Build and oversee a group of quant researchers dedicated to scalable, sustainable macro alpha signal generation
• Strategy Development: Design and deploy a diversified suite of systematic macro strategies across asset classes, maintaining rigor from initial research through live production
• Execution Collaboration: Partner with the execution desk to align new macro portfolios with existing strategies and boost overall trading efficiency
• Data Integration: Source high-quality macro datasets and maintain robust pipelines for efficient backtesting and live deployment
• Platform Enhancement: Work alongside the development team to upgrade simulation speed, accuracy, and reliability for macro instruments
• Risk Management: Collaborate with the risk team to define macro-specific exposures and optimize capital allocation across strategies
• Stakeholder Communication: Present research insights and strategy performance to senior management to ensure alignment with broader investment objectives

Required Qualifications

• Bachelor's, Master's, or Ph.D. in Mathematics, Statistical Modeling, Computer Science, or a related STEM discipline
• Minimum 5 years researching and trading systematic macro-based strategies
• Demonstrated experience managing or leading quantitative research teams
• Exceptional quantitative skills
• Strong proficiency in Python

Compensation and Benefits

• Competitive salary with bonus tied to individual and company performance
• Collaborative, casual work atmosphere focused on solving complex challenges in the financial markets
• Fully covered PPO health, dental, and vision insurance for employees and dependents

Application Tips for Candidates

• Highlight Macro Signal Research: Prepare to discuss specific macro alpha signals you have developed, including statistical methods and datasets used
• Showcase Python Expertise: Be ready to explain how you structure Python codebases for backtesting pipelines and live trading systems
• Demonstrate Leadership Metrics: Quantify your team management experience—mention team size, research output, and strategies that reached production
• Emphasize Cross-Functional Work: This role requires interfacing with execution, risk, and development teams; prepare examples of cross-departmental projects
• Stay Current on Macro Data: Familiarize yourself with alternative macro datasets and FX data providers, as data sourcing is a core responsibility

Trexquant is an Equal Opportunity Employer. The official application deadline is December 15, 2026. Applications must be submitted through the official LinkedIn posting.