Perform rigorous and innovative research to develop systematic signals for global macro markets, with a focus on market microstructure signals
Job Summary
Perform rigorous and innovative research to develop systematic signals for global macro markets, with a focus on market microstructure signals.
Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation.
Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets.
Matching Summary
Perform rigorous and innovative research to develop systematic signals for global macro markets, with a focus on market microstructure signals.
Skills & Requirements
Must-have
market microstructure signals
order book tick data feature engineering
systematic macro strategies development
Python, R, or C/C++ proficiency
proprietary trading team experience
Nice-to-have
collaborative mindset
independent research abilities
highest ethical standards
Key Requirements
MS or PhD in quantitative fields
4+ years of quantitative research experience
Knowledge of market microstructure
Prior experience with tick data based feature generation