Quantitative Researcher - Systematic Macro
$180,000–$180,000 year
On-siteNew York, United States
Job Summary
Develop econometric and statistical models to analyze price movements of financial securities and forecast economic conditions across countries. Formulate mathematical simulation models for investment strategies, restrictions, and numerical parameters to enhance trading through computerized algorithms. Produce sophisticated analyses describing new statistical effects and assess their robustness to develop quantitative strategies. Build Python applications to automate daily data processing and manage live trading automations while performing continuous risk monitoring. Validate trading simulations and critical trading applications using regression analysis, machine learning, and statistical inference. Requires a Master's degree in STEM or Economics, two years of experience as a Quantitative Researcher, and proficiency in Python, statistical analysis, and macroeconomic data interpretation.
Required Qualifications
- Master's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field or Economics
- 2 years of experience as a Quantitative Researcher, Investment Process Associate, or related position for an investment/asset management organization
- 2 years of employment experience with Macroeconomic data and their impact on asset prices
- 2 years of employment experience with Macroeconomic Relationships
- 2 years of employment experience with Programming in Python
- 2 years of employment experience with Statistical Analysis (hypothesis testing, time series analysis, linear regression)
- Knowledge of worldwide macroeconomic release details
- Knowledge of methods and datasets used by the Bureau of Labor Statistics (BLS) to create various macroeconomic indices
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