What are the responsibilities and job description for the Global Macro Quantitative Researcher position at Alexander Chapman?
A leading global hedge fund is seeking a Quantitative Researcher to join its systematic macro investment team. The successful candidate will develop quantitative models, research alpha signals, and build systematic trading strategies across global markets.
Responsibilities
- Research and develop systematic strategies across global macro asset classes including futures, FX, rates, commodities, and equities.
- Build predictive models, conduct statistical analysis, and backtest trading strategies.
- Analyze large datasets to identify market inefficiencies and generate investment insights.
- Collaborate with portfolio managers and traders to implement quantitative research into live strategies.
Requirements
- 3 years of experience in quantitative research, systematic trading, or financial modeling.
- Advanced degree in a quantitative field (preferred).
- Strong Python skills and experience with statistical modeling, machine learning, and data analysis.
- Experience researching financial markets and developing systematic strategies.
- Strong understanding of time series analysis, optimization, and quantitative techniques.
Confidential opportunity with a leading global investment firm. Apply for consideration or reach out directly for more details.