Soros Fund Management LLC (SFM) is seeking a Quantitative Research Analyst to partner with macro portfolio managers to generate insights that drive investment strategies and improve desk performance. This role emphasizes rigorous research, testing, and interpretation of results, requiring creativity in scoping research problems, discipline in testing hypotheses, and the ability to communicate findings clearly to investment decision-makers.
Requirements
- Strong proficiency in Python and standard libraries (Pandas, NumPy, Scikit-learn, etc.)
- Experience designing and testing predictive models with large financial datasets
- Familiarity with model governance practices
- Replace legacy Matlab and C infrastructure with modern, Python-based architecture
- Extend algorithm to allow for the incorporation of additional variables such as z-score, positioning, etc
- Analyze large datasets (market, economic, alternative) to extract actionable insights that inform trading strategies
- Partner with broader quant team to build out signal back-testing and data analysis infrastructure
Responsibilities
- Solidify and Enhance Price Pressure Toolset
- Replace legacy Matlab and C infrastructure with modern, Python-based architecture
- Extend algorithm to allow for the incorporation of additional variables such as z-score, positioning, etc
- Analyze large datasets (market, economic, alternative) to extract actionable insights that inform trading strategies
- Contribute to desk P&L and risk reporting infrastructure and reporting
- Work with our PM teams on quantitative macro research projects
- Build out Signal Research and Order-Generation Infrastructure
Other
- Bachelor’s Degree in a STEM field. Advanced degree preferred.
- 5+ years of relevant work experience in a front office quantitative role
- Exposure to G7 fixed income markets.
- Excellent communication skills targeting technical and non-technical audiences.
- Smart risk-taking // Owner’s Mindset // Teamwork // Humility // Integrity
