Develop systematic trading models and signals for global macro markets
Requirements
- MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields
- Prior professional experience with feature engineering, modeling, or monetization
- Ability to efficiently format and manipulate large, raw data sources
- Demonstrated proficiency in Python, R, or C/C++
- Familiarly with data science toolkits, such as scikit-learn, Pandas
- Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
Responsibilities
- Perform rigorous and innovative research to develop systematic signals for global macro markets
- Perform feature engineering with price-volume, order book and alternative data at intraday to daily horizons
- Perform feature combination and monetization using various modeling techniques
- Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
- Assist in building, maintenance, and continual improvement of production and trading environments
- Evaluate new datasets for alpha potential
- Improve existing strategies and portfolio optimization
Other
- Collaborative mindset with strong independent research abilities
- Commitment to the highest ethical standards
- 2+ years of signal research experience in macro trading as part of a proprietary trading team
