Lead Macro Quant Strategy Team

Trexquant Investment LP; Stamford (CT); Hybrid; USD 180,000 - 260,000; Full time

Benefits offered by this job

Health insurance for you and dependets

Dental insurance for you and dependets

Vision insurance for you and dependets

Job summary

Trexquant is seeking a senior quantitative leader to build and head the Systematic Macro Strategy team. You will develop macro-based strategies, integrate FX and other asset classes, and guide researchers to scale profitable approaches.

You will partner with risk, data, and execution teams to ensure robust backtesting, accurate simulations, and efficient live trading. A strong academic background and 5+ years in macro quant research are required.

Qualifications

• 5+ years researching and trading systematic macro based strategies.
• Experience managing or leading a team of quant researchers.
• Proficiency in Python.
• Bachelor/Master/PhD in Mathematics, Statistics, CS or related STEM field.

Responsibilities

• Build and lead the Systematic Macro Strategy team, driving development and monitoring of macro alpha signals.
• Design, develop, and scale diversified macro strategies across asset classes.
• Collaborate with the execution team to optimize strategy implementation and trading efficiency.
• Source and integrate datasets, build data pipelines for backtesting and live trading.
• Partner with development to enhance platform capabilities for simulation and execution.
• Work with risk to define and manage macro risk exposures and capital allocation.
• Communicate insights and performance to senior management aligning with investment objectives.

Skills

Python

Team leadership

Quant research

Macro strategies

Data analysis

Education

STEM degrees

Job description

Trexquant is seeking a senior quantitative leader to build and head the Systematic Macro Strategy team. You will develop macro-based strategies, integrate FX and other asset classes, and guide researchers to scale profitable approaches.

You will partner with risk, data, and execution teams to ensure robust backtesting, accurate simulations, and efficient live trading. A strong academic background and 5+ years in macro quant research are required.