I’m working with a highly established quantitative investment firm that is looking to build out a new Systematic Macro strategy team .

This is a senior hire with genuine ownership. The successful person will be responsible for developing the macro research agenda, building and leading a team of quantitative researchers, and taking systematic macro strategies from initial research through to live trading.

The remit will be broad across global macro markets, with particular interest in areas such as FX and other liquid macro asset classes .

The role will involve:

• Developing and scaling systematic macro alpha strategies

• Building and leading a quantitative research team

• Taking research from hypothesis and backtesting through to production

• Identifying and incorporating new macro datasets and signals

• Working closely with execution and technology teams on implementation

• Managing strategy risk, capital allocation and portfolio interaction

• Presenting research and performance to senior investment leadership

We’re looking for someone with:

• 5+ years’ experience researching and trading systematic macro strategies

• A genuine track record of systematic alpha development

• Experience managing or leading quantitative researchers

• Strong quantitative and statistical research skills

• Python proficiency

• Experience across global macro markets such as FX, rates, futures, commodities or related asset classes.

This could suit an established Systematic Macro PM, Research Lead or senior QR looking for the opportunity to build a strategy and team within a well-resourced quantitative platform.

Location: New York / Connecticut

Please message me directly if relevant, or if you know someone who may be suitable or please send a resume to quants@ekafinance.com