Position Summary
We are looking for a quantitative researcher and portfolio manager with a strong background in statistics and data analysis to join our Systematic Macro team. In this role, you will run the full research process, applying rigorous scientific methods to design sophisticated investment models for trading global markets. You will also help lead portfolio management - overseeing billions in risk capital, managing risk, generating new alpha through research, and driving new product development.
You will take on the following responsibilities:- Design and engineer portfolio construction and risk management strategies using data science, statistics, macroeconomics, and software engineering
- Develop investment models and shape our view of market behavior using rigorous scientific methods
- Partner with senior leaders to develop, prioritize, and deliver portfolio management initiatives
- Manage portfolio risk through unexpected volatility
- Build analytics to monitor portfolios for emerging risks
- Create and test complex investment ideas, partnering with engineers to validate your theories
You should possess the following qualifications:- A degree in a technical or quantitative field - statistics, mathematics, physics, electrical engineering, computer science, or similar (bachelor's through doctorate welcome)
- Proficiency in at least one programming language (C, C++, Java, or Python)
- Experience running an in-depth research project using real-world data
- Independent, creative thinking with strong data analysis skills and the ability to communicate complex ideas clearly
- 2 to 5 years of work experience in a quantitative discipline is a plus
You will enjoy the following benefits:- Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance
- Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms
- Learning: Tuition reimbursement, conference and training sponsorship
- Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves
- Hybrid Work Policy: Flexible in-office days with budget for home office setup
The base pay for this role will be between $165,000 and $300,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.
