Quantitative Researcher — Systematic Macro

MS Capital Singapore; New York (NY); On-site; USD 28,000 - 48,000; Part time

Benefits offered by this job

Mentorship

Hands-on ML exposure

Job summary

MS Capital Singapore is seeking a junior researcher/intern to join the New York branch, with opportunities to work on systematic macro strategies across asset classes and to build/pr validate pricing models for bonds and FX. You will process macroeconomic datasets and collaborate with senior researchers to uncover alphas.

The role offers exposure to AI/ML-driven trading research within a private fund, and the team includes experienced researchers and engineers from top institutions.

Qualifications

• Degree or higher in a quantitative field such as Financial Engineering, Applied Mathematics, Statistics or CS.
• Strong fundamentals in probability, statistics and time-series analysis.
• Proficiency in Python for data analysis and research workflows.
• Understanding of bond and FX pricing models is essential.
• Experience with macro data sources or prior internship/project in quantitative finance.
• Familiarity with macro research and data processing.

Responsibilities

• Conduct research on systematic macro strategies across asset classes.
• Build and validate pricing models for bonds, FX, and derivatives.
• Process and analyze macroeconomic datasets including U.S. indicators.
• Collaborate with senior researchers to identify alphas.

Skills

Python for data analysis

Time-series analysis

Statistics

Macroeconomic data

Education

Financial Engineering

Applied Mathematics

Statistics

Computer Science

Job description

MS Capital is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.

You will be joining MS Capital's technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities. The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.

We are looking for junior researcher / intern to join our branch in New York. Other possible working locations include Singapore, Hong Kong, China.

Key Responsibilities

• Conduct research on systematic macro strategies across asset classes (Commodity, bonds, FX, rates).
• Build and validate pricing models for bonds, FX, and related derivatives.
• Process and analyze macroeconomic datasets, including U.S. Treasury auctions and economic indicators.
• Collaborate with senior researchers to find alphas.

Qualifications

• Degree and above in Financial Engineering, Applied Mathematics, Statistics, Computer Science, or a related quantitative field.
• Strong mathematical foundation in probability, statistics, and time-series analysis.
• Proficiency in Python for data analysis, modeling, and research workflows.
• Understanding of bond and FX pricing models is a must
• Familiarity with systematic macro research or prior internship/project experience in quantitative finance.
• Experience of working with macroeconomic data sources.