Quantitative Researcher, Systematic Macro - New York, United States - Selby Jennings

Description

A Portfolio Manager at at a globally leading systematic hedge fund is looking to hire an experienced systematic quant researcher. Preferably with macro, fixed income, or liquid credit experience.

Day to day responsibilities include (but aren't limited to):

• Help build trading signals and systematic investing models for liquid credit and related macro products
• Closely follow economic, utilize high frequency data, and build projection models
• Automate and push out trading signals
• Help use and navigate internal corporate credit database

Requirements:

• Strong technical ability. Python as well as AI and ML experience.
• Interest in finance and economics. Curiosity to further learn systematic investing strategies
• PhD (STEM_ preferred from Tier 1 institution
• 1+ year of professional experience in an investment setting