Macro Quantitative Researcher

My client, a leading global hedge fund is seeking an exceptional Macro Quantitative Researcher to join a highly successful Macro team in its New York office. The role sits directly under a well-established Portfolio Manager with a long-term, top-quartile track record and meaningful capital allocation.

This is a high-impact role offering direct influence on investment decisions, strategy development, and portfolio construction, with clear visibility and accountability.

You will focus on the research, development, and implementation of Cash Bond and Relative Value (RV) strategies across global rates and macro markets. The role is research-driven, systematic in nature, and closely integrated with discretionary portfolio management.

Key Responsibilities:

• Design, research, and implement quantitative models for Cash Bond and RV strategies (e.g., curve, spread, carry/roll, cross-market relative value)
• Conduct empirical research on macroeconomic, market microstructure, and valuation signals
• Build and maintain robust backtesting and analytics frameworks
• Partner closely with the Portfolio Manager to translate research into scalable, tradable strategies
• Monitor live strategies, evaluate performance, and refine models over time
• Contribute to risk management, portfolio construction, and idea generation

Ideal Candidate Profile:

• 3+ years of experience in macro quantitative research, systematic macro, or relative value trading
• Demonstrated expertise in Cash Bonds and Relative Value strategies (rates, sovereign bonds, swaps, futures)
• Strong quantitative background (Math, Physics, Engineering, Statistics, or similar)
• Advanced programming skills in Python (and/or C++, R); experience with large datasets
• Solid understanding of fixed income markets, yield curves, and macro drivers
• Strong communication skills and the ability to work directly with senior investment professionals
• Self-directed, intellectually curious, and comfortable in a high-performance environment

What’s on Offer:

• Work directly under a highly successful PM with significant autonomy and support
• Competitive compensation with strong performance-linked upside
• Access to world-class data, technology, and research infrastructure
• Collaborative, low-politics investment culture focused on alpha generation
• Long-term career growth within a premier macro platform