Systematic Macro Quant Research

Location: Pune, India Focus: Global FX, Commodities, Sector ETFs, and Index Futures

We are seeking a hands-on Systematic Macro Quantitative Researcher to drive the research, development, and implementation of systematic strategies across global markets. This is a "full-cycle" research role—you will take ideas from initial hypothesis through rigorous backtesting to live production.

The ideal candidate is a quantitative specialist who combines strong statistical foundations with the ability to write clean, performant analytical code (Python + SQL). You will work directly with the Senior Portfolio Manager to build alpha signals, optimize portfolio construction, and enhance the firm's trading infrastructure.

1. Alpha Research & Signal Development

• Idea Generation: Evaluate trading ideas using time-series analysis and statistical modeling across macro asset classes.

• Factor Research: Investigate robust signals including trend, carry, value, momentum, and risk-on/off dynamics.

• Robustness Testing: Perform feature engineering and exploratory data analysis (EDA) with strict out-of-sample testing to mitigate overfitting.

2. Portfolio Construction & Optimization

• Model Design: Develop optimization approaches that account for position sizing, risk targeting, and diversification.

• Cost Analysis: Incorporate liquidity, slippage, and market impact considerations into backtests and live implementations.

• Production Integration: Translate research prototypes into repeatable, production-ready trading workflows.

3. Data Engineering & Analytics

• Pipeline Management: Onboard and clean large, unconventional datasets (macro indicators, positioning data, alternative data).

• Tooling: Leverage SQL and Python to build repeatable analytics for performance attribution and risk decomposition.

4. Infrastructure & Execution

• Backtesting Frameworks: Enhance internal simulation tooling and experiment tracking to ensure reproducibility.

• Trading Support: Support order generation, pre-trade controls, and execution optimization in coordination with engineering partners.

• Education: Bachelor’s or Master’s in a quantitative discipline (Applied Math, Statistics, Financial Engineering, Physics, or Computer Science).

• Technical Mastery: * Python: Expert-level skills in numerical libraries (pandas, numpy, scipy, scikit-learn). Must write efficient, maintainable research code.

  • SQL: Proficiency in complex joins, window functions, and query optimization. Familiarity with Snowflake or MongoDB is a plus.

• Market Knowledge: Strong understanding of macro markets (FX, Commodities, Futures, ETFs) and derivatives mechanics.

• Experience: Prior experience in a systematic macro, CTA, or multi-asset quantitative environment.

• Quantitative Foundation: Solid grasp of statistics and time-series analysis; ability to design rigorous experiments and communicate uncertainty.

• Scientific Mindset: Hypothesis-driven research with disciplined documentation.

• Accountability: Ability to "own" components of the research process from data preprocessing to deployment.

• Communication: Ability to distill complex quantitative analysis into clear investment decisions for PMs and traders.

By the end of your first year, you will have delivered multiple robust signals integrated into live strategies. Your research outputs will be trusted for their reliability, and you will have measurably improved the firm's data pipelines and backtesting accuracy.