Logo
Selby Jennings

Senior Quantitative Researcher (Systematic Macro Desk)

Selby Jennings, New York, New York, us, 10261


Senior Quantitative Researcher (Systematic Macro Desk)NYC Based Office LocationA Tier 1 NYC based Hedge Fund is looking to onboard an experienced Senior Quantitative Researcher to join a systematic Macro pod focused on Mid-frequency strategies (intraday to 5 day holding periods). The best candidates for this role will have hands on experience with systematic alpha research for futures within equity index, commodities, or global bonds. Alpha Research experience with interest rate swaps, FX, or inflation products will also translate well for this position.Responsibilities:Research, develop, and implement macro strategies focusing on bond futures, FX, inflation, interest rate swaps, equity index futures, commodities futuresPortfolio construction researchExecution researchCreating tooling as needed for portfolio monitoring, risk management, etc.Ensure thorough project quality and securityRequirements:5 to 10 years of experience within Systematic Alpha ResearchDocumented track recordHands on programming experience with Python (Pandas, NumPy, etc.)Advanced Degree in Computer Science, Applied Mathematics, Physics, Financial Engineering, or similarPerks:A collaborative yet entrepreneurial environment that encourages constant innovation and growth through the development of elite trading technologiesEquipment + tech providedDiversity & Inclusion: A company commitment to equal opportunity. We do not condone discrimination on the premise of race, color, religion, sexual orientation, age, gender identity or expression.