Quantitative Researcher, Systematic Macro

We are working with a leading hedge fund seeking a Systematic Macro Quantitative Researcher to join its investment team. The role focuses on designing and implementing systematic trading strategies across global macro markets, with a strong emphasis on alpha generation and portfolio performance.Key ResponsibilitiesDevelop and research systematic macro trading strategies across FX, rates, commodities, equities, and creditBuild and refine alpha signals using statistical, econometric, and quantitative methodsBacktest and evaluate strategy performance, risk, and robustnessTranslate research into production-ready trading strategies in collaboration with portfolio managersAnalyze macroeconomic data and global market dynamics to inform systematic modelsContinuously improve existing strategies based on live performance and market conditionsRequirementsAdvanced degree in a quantitative field (Math, Physics, CS, Engineering, Economics, etc.)Strong experience in systematic trading or quantitative research (hedge fund or prop trading preferred)Proven ability to develop alpha-generating strategiesStrong programming skills in Python (C++ a plus)Solid understanding of macro markets and time-series modeling