Quantitative Strategist (Macro Data Analytics)

Title:  Quantitative Strategist (Macro Data Analytics)

Location: New York, NY

Position Type: Fulltime/Permanent

Job Description:

What you’ll do

• Design and develop pre-trade pricing and analytics tools for investment professionals, supporting Rates and FX products.
• Implement real-time pricing engines and historical pricing frameworks using market and trading data.
• Develop analytics for historical curve construction, curve evolution, and relative value analysis.
• Design, generate, and maintain large-scale derived macro datasets for trading analytics, ensuring consistency, performance, and reusability across workflows.
• Build scenario analysis frameworks allowing investment professionals to define shocks and assess pricing and PnL impacts.
• Integrate pricing, scenario, and back testing analytics into research and trading workflows.
• Develop scalable data pipelines for historical market data ingestion, normalization, storage, and retrieval.
• Collaborate with investment professionals to translate trading ideas into quantitative analytics and tooling.
• Contribute to the firm’s core analytics libraries and data architecture, with a focus on robustness, performance, and extensibility across asset classes.

What’s required

• Post-graduate degree in a quantitative discipline from a top-tier university.
• 8-15+ years of experience in macro quantitative analytics and development at a top-tier fund.
• Strong expertise in linear Rates and FX products, including curve construction, pricing, and relative value.
• Proven experience building pre-trade analytics, trading pricing tools and research platforms.
• Strong understanding of back testing frameworks, historical analysis, and scenario-based research.
• Advanced programming skills in Python and C++.
• Solid data engineering and analytics proficiency, including experience with large financial datasets and time-series data.
• Proven experience building and persisting derived data at scale, including data modeling, storage, and access patterns for quantitative research and production analytics.
• Hands-on experience with cloud-based data and analytics platforms such as AWS, Google Cloud Platform, and/or Azure.
• Experience designing and maintaining production-quality data pipelines and analytics services.
• Strong communication skills and a demonstrated ability to work closely with investment professionals.
• Commitment to the highest ethical standards.