Systematic Macro Quantitative Researcher

A leading global multi-strategy hedge fund is seeking a Systematic Macro Quantitative Researcher to join a collaborative investment team based in Houston or New York. This is a front-office role focused on the research, development and implementation of systematic macro strategies, with a particular emphasis on commodities and opportunities across global markets.

This position offers direct exposure to a Senior Portfolio Manager and the opportunity to contribute across the full research lifecycle, from idea generation and alpha research through to production implementation. The successful candidate will apply rigorous statistical and quantitative methods to develop predictive signals, enhance research infrastructure and refine systematic investment strategies, operating within an entrepreneurial environment where independent thinking and intellectual curiosity are highly valued.

Key Responsibilities

• Work closely with the Senior Portfolio Manager to develop and enhance systematic macro investment strategies, with a primary focus on commodities.
• Research and generate new alpha ideas across global macro markets.
• Analyse diverse datasets to identify predictive relationships and investable opportunities.
• Contribute to the full research process, including data preparation, statistical analysis, signal development, backtesting and implementation.
• Apply advanced statistical techniques and machine learning to develop and evaluate predictive signals.
• Design and build robust quantitative systems to support systematic trading strategies.
• Translate research findings into reliable production implementations in collaboration with the Senior Portfolio Manager.
• Develop and improve data pipelines, statistical learning tools, alpha analytics and backtesting infrastructure.
• Independently evaluate new research ideas and communicate findings clearly to the investment team.
• Collaborate with colleagues to improve research methodologies and the overall systematic investment process.

Requirements

• Preferably 3 or more years of quantitative research experience focused on systematic macro strategies, including alpha research across commodities, FX or rates.
• Strong research and programming skills, with proficiency in Python.
• Strong understanding of statistical analysis, quantitative modelling and systematic strategy development.
• Experience across electricity, natural gas, crude oil, oil products or agricultural commodities is highly advantageous.
• Experience researching intraday macro strategies is beneficial.
• Knowledge of transaction cost modelling is advantageous.
• Experience building production quantitative systems within a hedge fund, proprietary trading firm or systematic investment environment is preferred.
• Excellent analytical and problem-solving skills, with intellectual curiosity and a proactive approach to alpha research.
• Ability to think independently, approach data analysis creatively and communicate complex ideas clearly.
• Ability to contribute effectively within a collaborative, fast-paced investment team.
• Bachelor's, Master's or PhD in Mathematics, Statistics, Computer Science, Economics, Physics or a related quantitative discipline is preferred.

For more information contact:

Elaine Bunyan -

Graham Murphy –