We are looking for a senior quantitative professional to develop and lead a Systematic Marco Strategy team at Trexquant. In this role, you will be responsible for developing strategies and building out a team for researching, implementing, and trading profitable macro-based strategies within our core product. Your work will integrate macro related asset-classes such as FX into our proven quantitative processes, significantly expanding our tradable universe, profitability, and competitive edge.
Responsibilities
- Build and lead the Systematic Macro Strategy team, driving the development, enhancement, and ongoing monitoring of macro alpha signals to support scalable and sustainable performance.
- Design, develop, and scale a diversified suite of systematic macro strategies across asset classes, ensuring robustness from research through production.
- Collaborate closely with the execution team to optimize strategy implementation, aligning macro strategies with existing portfolios and improving overall trading efficiency.
- Identify, source, and integrate high-quality datasets for macro research; develop and maintain data pipelines to support efficient backtesting and live trading.
- Partner with the development team to enhance platform capabilities, improving the accuracy, speed, and reliability of simulation and execution for macro strategies.
- Work with the risk team to define, monitor, and manage macro-specific risk exposures, while optimizing capital allocation across strategies.
- Communicate research insights and strategy performance to senior management, ensuring alignment between quantitative macro initiatives and broader investment objectives.
Requirements
- Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields.
- 5+ years of experience in researching and trading systematic macro based strategies.
- Experience managing or leading a team of quant researchers.
- Strong quantitative skills.
- Proficiency in Python.
Benefits
- Competitive salary, plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
Trexquant is an Equal Opportunity Employer
Skills Required
- Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or related STEM fields
- 5+ years of experience in researching and trading quantitative FX based strategies
- Experience managing or leading a team of quant researchers
- Strong quantitative skills
- Proficiency in Python
What We Do
Being a quantitative finance firm that uses Machine Learning (ML) to create multi-asset portfolios and seek profit from the market, Trexquant has continuously improved its investment and research platform since starting operations, leveraging new and emerging technologies. Trexquant uses rigorous quantitative methods to create multi-asset portfolios in global markets. To do this, Trexquant develops trading signals using its vast and continuously growing collection of data variables used as inputs for more complex trading models called Strategies. The result is an ever-growing and adapting engine built from thousands of intricate models and tens of thousands of signals, tailor-made with the goal to outperform the market during any condition. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
