We are expanding a systematic macro pod in New York and are seeking a Systematic Macro Researcher to help build and scale option-based strategies across commodity futures and global equity index futures .

This role is for a researcher with experience at a top buy-side platform who is comfortable owning the full lifecycle of systematic strategies — from research and signal design through production deployment, execution, and live risk management.

Responsibilities

1. Research, develop, and deploy systematic options strategies on commodity futures and equity index futures.
2. Design macro- and cross-asset-driven signals grounded in economic intuition and validated using robust statistical techniques.
3. Own the end-to-end research-to-production workflow , ensuring strategies are scalable, stable, and production-ready.
4. Build and extend a modular, graph-based strategy framework to support clean strategy composition and rapid deployment.
5. Contribute to the design and maintenance of execution and order routing infrastructure across multiple internal and external venues.
6. Develop and maintain monitoring and analytics dashboards covering portfolio performance, risk, execution quality, and transaction costs.
7. Implement and enforce pre-trade risk and compliance checks , ensuring adherence to internal risk limits, exchange rules, and CFTC position constraints .
8. Work closely with portfolio managers, traders, and technologists in a pod-style environment with high autonomy and accountability.

Requirements

1. Proven experience researching and trading systematic macro strategies at a top-tier buy-side fund (e.g. multi-manager, systematic macro, or leading CTA).
2. Strong background in options on futures and/or equity index derivatives.
3. Ability to translate macroeconomic hypotheses into systematic, statistically robust signals .
4. Excellent understanding of time-series analysis, statistics, and empirical research methods .
5. Hands-on experience with production trading systems , including execution and live monitoring.
6. Strong programming skills in Python ; experience with lower-level or performance-critical languages is a plus.
7. Familiarity with US futures markets , exchange mechanics, and regulatory requirements (CFTC limits).