Tech Stack

Description

You will conduct rigorous research to uncover systematic anomalies in global macro markets, performing feature engineering, modeling, and backtesting. Manage the full research pipeline from idea generation to production implementation, and contribute to improving the analysis framework for scalable research.

Requirements

• Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
• 2-6 years of signal research experience in macro trading
• Prior professional experience with feature engineering, modeling, or monetization
• Proficiency in Python, R, or C/C++, familiarity with scikit-learn, Pandas
• Strong command of applied and theoretical statistics, linear algebra, and machine learning

Responsibilities

• Perform rigorous research to discover systematic anomalies in global macro markets
• Feature engineering with price-volume, order book and alternative data at intraday to daily horizons
• Feature combination and monetization using various modeling techniques
• Manage research pipeline end-to-end (idea generation, data processing, modeling, backtesting, production)
• Maintain and improve portfolio trading in production environment