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Analytic Recruiting, Inc

Systematic Portfolio Manager - Global Macro

Analytic Recruiting Inc. New York, United States
Posted 9 days ago In-Office Permanent $150k - $200k
J
Posted by
Jim Geiger
Executive Recruiter
A systematic global macro trading firm in NY is looking for a Quantitative Investment Strategist to join the Global Macro portfolio team. The team is building automated high-frequency trading strategies for futures, rates, equities, and FX.

Responsibilities:

  • Develop systematic macro strategies (mid and high frequency): signal/idea generation, backtesting, optimal execution.
  • Develop daily/intraday signals for a systematic portfolio with exposure to G10 &EM rates, FX, and equity.
  • Research on intraday price/volume and order book/microstructure data, sampling techniques, execution optimization, trade simulations, daily positioning, flow strategy, and signal generation.

·          Responsible for FX/rates derivatives pricing: futures, NDFs, swaps, etc. building sovereign curves and volatility surfaces models for G10 and EM currencies. FX, equity options strategy, and options portfolio construction. Implied volatility pricing, forecasting (SABR), and term structure models.

  • Help to build up systematic signal backtesting infrastructure, including data pipelines, C++ coding, and OTC derivatives pricing libraries.

Requirements:

  • Advanced Quantitative degree (Computer Science, Statistics, Math)
  • 3+ years of relevant quantitative research experience developing and implementing global macro systematic strategies.
  • Demonstrated experience working with ETF, Rates, FX, equities, and futures.
  • Proven successful systematic mid and high frequency trading experience.
  • 3+ years of quantitative research experience working on alpha generation, trade optimization, risk management, transaction cost analysis, and portfolio construction.

Base Salary Range: $150,000-$200,000. This represents the presently anticipated low and high end of the Company’s base salary range for this position. The actual base salary range may vary based on various factors, including but not limited to location and experience.

Total Direct Compensation: This job is also eligible for discretionary bonus and incentive compensation on an annual basis.

Keywords: Systematic Trading, Quantitative Research, Alpha Generation, Trade Optimization, High-Frequency Trading, Futures

Please send resume to Jim Geiger  jeg@analyticrecruiting.com

Job ID  JEG-24658
ABOUT COMPANY
New York, United States
Information Technology
Since 1980 ANALYTIC has been a leader in staffing roles that require analytic talent. Our practice is nationwide and focuses on quantitative positions...
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