Quantitative Researcher, Systematic Macro

About the role

This systematic macro group seeks a researcher to build alpha signals and refine investment strategies within a high-growth environment. You will work directly with the Senior Portfolio Manager to manage the full research lifecycle from initial data processing to final strategy deployment.

Key facts

What you'll do

• Generate and test new alpha ideas through statistical analysis and backtesting.
• Maintain and improve the proprietary research infrastructure, including data pipelines and analytics frameworks.
• Execute the end-to-end development of systematic macro strategies.
• Collaborate with team members to refine statistical learning models and implementation methods.

Requirements

• Masters or PhD in a quantitative discipline such as Physics, Statistics, Applied Mathematics, Computer Science, Financial Engineering, or Engineering from a top-tier university. Bachelor degree holders with strong profiles are also invited to apply.
• Minimum 2 years of professional experience in systematic macro quantitative research.
• Proven background in hedge fund alpha research involving FX, commodities, bond futures, or equities.
• Advanced programming proficiency in Python.
• Demonstrated expertise using data analytics libraries including NumPy, SciPy, Pandas, and Polars.

Nice to have

• Practical experience with macro intraday strategies.
• Background in machine learning applications.
• Familiarity with trading cost analysis.
• Experience building internal research libraries.

Skills & tools

• Python
• NumPy
• SciPy
• Pandas
• Polars
• Statistical modeling
• Backtesting frameworks

Practical notes

• Base salary range is $150,000 to $200,000, supplemented by a discretionary performance bonus and benefits.
• Target start date is within 12 months, with a preference for immediate availability.
• Submit resumes directly to QuantTalentUS@mlp.com.