Lead Quantitative Researcher – Systematic Macro (Statistical Learning)

Lead Quantitative Researcher – Systematic Macro (Statistical Learning)

Location: London or New York

The Mandate

This is a senior, lateral-hire mandate for an experienced Quantitative Researcher to drive the systematic macro expansion of an elite, machine-learning-first statistical arbitrage platform. The role owns the development of systematic alphas across global macro futures and liquid FX pairs, capturing opportunities across a broad horizon from intraday signals out to 2-week holding periods.

This is an opportunity to apply heavy statistical learning, non-linear modeling, and predictive inference to high-dimensional macro data streams, utilizing an institutional-grade stat arb computing stack without the constraints of an un-scaled infrastructure.

The Hard Questions (What You Will Solve)

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