Senior Quantitative Researcher – New York Hedge fund

We are working with a global hedge fund to hire a Senior Quantitative Researcher for their macro quantitative research team in New York. This role focuses on alpha research, signal generation, and model development across global macro markets, with an emphasis on building scalable, robust predictive signals across asset classes.

Key Responsibilities:

• Conduct alpha research across global macro markets (rates, FX, commodities, and cross-asset) using macroeconomic, market, and alternative datasets

• Design, develop, and validate systematic trading signals and predictive models

• Perform feature engineering on large, high-dimensional datasets

• Apply statistical and machine learning techniques to identify persistent sources of alpha

• Backtest signals and strategies, including performance attribution, risk analysis, and robustness testing

• Collaborate with portfolio managers and engineers to support implementation and productionisation

• Enhance existing signals through iteration, refinement, and out-of-sample validation

Key Requirements:

• Advanced degree in a quantitative field (Mathematics, Statistics, Physics, Computer Science, Engineering, or related)

• Experience in macro quantitative research, with a focus on alpha generation and signal development

• Strong knowledge of statistical modelling, time series analysis, and machine learning techniques

• Proficiency in Python and experience working with large datasets (e.g. pandas, NumPy, distributed data tools)

• Experience with backtesting frameworks and model validation techniques

• Understanding of macroeconomic modelling, cross-asset relationships, or systematic macro strategies

• Ability to work in a research-driven, data-intensive environment

To apply, please send a copy of your word CV to quantresearch@octaviusfinance.com‍ ‍