Job Description

Role Summary:

Join a fast-paced research team as a Quantitative Researcher at an elite hedge fund focused on global macro and fixed income markets. Leverage quantitative models, machine learning, and large datasets to drive insights and support investment strategies.

Key Responsibilities:

• Build and implement models to analyze macroeconomic and fixed income data.

• Work with large, complex datasets to uncover patterns and opportunities.

• Collaborate with researchers and portfolio managers to integrate models into decision-making.

• Contribute to the evolution of internal research platforms.

• Stay current with advancements in machine learning and technology.

Requirements:

• 2+ years in a quantitative research or development role at a hedge fund or quant trading firm.

• Degree in computer science, machine learning, mathematics, physics, or a related field.

• Strong Python programming skills and extensive experience in Linux environments.

• Solid understanding of machine learning techniques.

• Experience handling large datasets and working with databases.

• Excellent communication and presentation skills.

Benefits:

• Competitive compensation

• Dynamic and collaborative team environment

• Exposure to cutting-edge research and tools

• Career development and continuous learning opportunities