Lead Systematic Macro Strategy & Signals

Neolife Updates; Stamford (CT); On-site; USD 280,000 - 600,000; Full time

Benefits offered by this job

Health insurance

Performance bonus

Collaborative culture

Job summary

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.

Responsibilities

• 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.

Skills

Quantitative analytics

Python

Leadership

Macro strategy

Education

PhD/MS/BA in STEM

5+ years maco strategies

Tools

Python

Job description

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.