Description

Quantitative Researcher (CTA / Macro)

About the Role

We are working with several quant hedge funds to hire a Quantitative Researcher focused on macro and futures (CTA) strategies.

The role centers on alpha research, signal development, and systematic strategy implementation across global futures markets.

Key Responsibilities

• Macro & Futures Research
  
  • Develop systematic strategies across rates, FX, commodities, and equity indices
  • Analyze macro regimes and market dynamics to identify predictive signals
• Signal Development
  
  • Build and refine models based on trend following, carry, momentum, and macro signals
  • Explore new alpha sources using statistical and machine learning techniques
• Strategy Design & Backtesting
  
  • Design robust CTA strategies and conduct rigorous backtesting and validation
  • Evaluate performance, drawdowns, and risk-adjusted returns
• Portfolio Construction
  
  • Contribute to portfolio allocation, risk budgeting, and diversification across asset classes
• Collaboration & Implementation
  
  • Work with traders and engineers to bring strategies into production

Requirements

• Degree in Mathematics, Physics, Statistics, Computer Science, Engineering, or related fields
• 2+ years of experience in CTA / macro quant research or time-series modeling
• Strong Python skills; experience with large datasets and backtesting frameworks
• Solid understanding of futures markets and macro-driven strategies
• Knowledge of time-series modeling, signal processing, or ML techniques