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The Quantitative Researcher role at WorldQuant involves building algorithmic, computer-driven models, conducting research on academic quantitative finance literature, exploring new data, and applying innovative methods in Applied Mathematics, Computer Science, and Financial Economics.

As a Quantitative Researcher at WorldQuant, you will conduct rigorous explorations to identify high-quality predictive signals for financial markets. Utilizing your programming skills in C/C++ on Unix/Linux platforms, you will create computer-based models aimed at forecasting market movements. Collaboration and creativity are essential as you work within a team-oriented culture focused on continuous learning and problem-solving.

WorldQuant is seeking a Quantitative Developer to work in its Macro team, focusing on complex data pipelines, strategy framework, and trading systems. The role involves acquiring in-depth domain knowledge of the Quant Macro space and designing/implementing quant tech infrastructure for Macro trading.