13 дней назад
Macro Research Analyst
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Macro Research Analyst (Python/Quantitative Research): Building quantitative tools, data workflows, and scenario analysis for macro research with an accent on backtesting, statistical evaluation, and European equity index volatility. Focus on translating macro-event scenarios into volatility-curve inputs, connecting analysis to trading exposure, and improving models through outcome-based feedback.
Location: Amsterdam, Netherlands. The role includes coverage during European trading hours and relevant out-of-hours futures sessions.
Company
is a research-driven trading firm using quantitative modeling, machine learning, engineering, proprietary technology, and algorithms across global markets.
What you will do
- Build and own Python tools and data workflows for macro research, scenario analysis, and backtesting.
- Maintain a structured record of event scenarios, assumptions, and outcomes for testing and review.
- Backtest research ideas, signals, and models using statistical analysis to evaluate performance.
- Develop quantitative analysis for macro-event scenarios and translate findings into inputs for the European equity index volatility curve.
- Work with traders, senior analysts, and the Lead Macro Analyst to connect research with desk exposure and market outcomes.
- Score research calls against actual outcomes and refine tools, models, and scenario analysis.
Requirements
- 2–4 years of experience in quantitative research or a trading-focused analytical role.
- Hands-on Python experience with data preparation, analysis, and statistical research.
- Experience building analytical tools and backtesting research ideas.
- Good understanding of macroeconomic drivers and equity index markets, including options and volatility.
- Disciplined approach to recording assumptions, evaluating results, and connecting analysis to trading exposure.
Nice to have
- Experience at a macro hedge fund pod or competing trading firm.
- Signals or models used in live trading.
Culture & Benefits
- Research-driven trading environment combining researchers, traders, and engineers.
- Rapid experimentation supported by advanced infrastructure and real-time feedback.
- Opportunity to develop into position taking and longer-horizon research after demonstrating an analytical edge.
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