Quantitative Researcher, Quant Macro

The role

This role is a Quantitative Researcher focused on Quant Macro signals research. The researcher builds computer-based models that predict movements of global financial markets, specialized in futures contracts or Macro asset classes.

What you will do

• Build computer-based models that predict movements of global financial markets
• Specialize in futures contracts or Macro asset classes: Commodities, FX, Interest Rates, or Equity Indices
• Search for new predictive signals (alphas) that the wider market has not found
• Use data processing, modeling and visualization to develop research

Required qualifications

• Degree (BEng, MSc or PhD) from a top university in a highly analytical field such as Mathematics, Computer Science, Physics, Electrical engineering or Financial Engineering, or equivalent
• Expertise in the quantitative research toolkit: data processing, modeling and visualization in Python, R or C++
• High GPA and academic grades
• Research mentality: deep thinker, creative, strong work ethic, persevering, smart and a self-starter
• Strong interest in learning about worldwide financial markets
• Strong communication skills in English

Nice to have

• Experience with futures contracts or Macro asset classes (Commodities, FX, Interest Rates, or Equity Indices)
• Strong record of research achievement, such as scientific publications, conference presentations, grants or industry awards

Before you apply

• Prior finance experience is not required

About the company

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. It builds an academic-minded culture that values intellectual ability and accountability for results.