Key Responsibilities:

• Design and develop systematic trading strategies with holding periods ranging from intraday to several weeks, with a focus on macro-driven relative value or CTA (Commodity Trading Advisor) approaches.
• Conduct in-depth quantitative research and signal generation using advanced statistical and machine learning techniques to identify inefficiencies in macro markets.
• Implement, back-test, and optimize systematic models to ensure robustness and adaptability to changing market conditions.
• Leverage extensive experience in macro asset classes and systematic trading to refine risk management and portfolio construction techniques.
• Stay ahead of market developments and advancements in quantitative finance, integrating cutting-edge methodologies into the research process.
• Work closely with trading, risk, and technology teams to align research insights with business objectives.
• Utilize Python and relevant data science/machine learning libraries to develop, test, and deploy strategies efficiently.

Qualifications & Experience:

• 5+ years of direct experience in macro systematic trading, with a proven track record in quantitative research or trading across commodities, FX, rates, or equity indexes.
• Strong background in mid to low frequency systematic strategies, particularly macro-focused relative value or CTA trading.
• Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Expertise in Python and proficiency in handling large datasets, statistical modeling, and machine learning techniques.
• Deep understanding of macro market dynamics, quantitative finance, and numerical techniques relevant to systematic trading.
• Strong problem-solving abilities and experience in handling complex data analysis and model development.
• Excellent communication skills, with the ability to articulate research findings to both technical and non-technical stakeholders.
• Ability to work effectively within a collaborative, high-performance research team.

This role offers the opportunity to apply macro systematic expertise within a cutting-edge quantitative research environment. If you have a strong background in macro systematic trading strategies and are passionate about developing innovative quantitative models, we encourage you to apply.