Role:-

1. Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
2. Improvement of existing strategies
3. Portfolio optimization
4. Evaluating new datasets for alpha potential
5. Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure

Requirements:-

1. MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline
2. 2-5 years of experience researching systematic macro strategies
3. Strong programming skills with a high level of proficiency in Python
4. Experience researching intraday futures strategies
5. Experience with equity index futures, commodity futures, fixed income futures, interest rate swaps, and/or foreign exchange
6. Strong analytical and quantitative skills
7. Detail-oriented
8. Willing to take ownership of his/her work, working both independently and within a small team