A hedge fund in New York is now seeking a talented Macro Quant Researcher to join a leading Portfolio Manager's team. The Portfolio Manager is based in Hong Kong and seeking a number 2 to be based in the US with full ownership of the region. They must have either a proven track record as a PM or be in a Senior QR seat, already contributing a large portion of signals to an already existing successful book and looking for ownership on signals / a cut.
We would like to speak with candidates who have exposure to a variety of asset classes, including FX, Equities, Fixed-income RV, Statistical Arbitrage, Macro RV, Futures, and related derivatives in the Global marketplace.
Requirements:
• 3-10 years experience on the buy-side as a PM, Sub PM, or Researcher.
• MS / PhD in science, math, engineering, statistics, or similar.
• A team player seeking a collaborative environment whilst acting as an individual contributor.
• End-to-end macro strategist.
• Well versed in Python and can come from both quantamental and systematic environments to be suitable.
