Lead Quantitative Researcher – Systematic Macro (Statistical Learning)

Lead Quantitative Researcher – Systematic Macro (Statistical Learning)

Location: London or New York

The Mandate

This is a senior, lateral-hire mandate for an experienced Quantitative Researcher to drive the systematic macro expansion of an elite, machine-learning-first statistical arbitrage platform. The role owns the development of systematic alphas across global macro futures and liquid FX pairs, capturing opportunities across a broad horizon from intraday signals out to 2-week holding periods.

This is an opportunity to apply heavy statistical learning, non-linear modeling, and predictive inference to high-dimensional macro data streams, utilizing an institutional-grade stat arb computing stack without the constraints of an un-scaled infrastructure.

The Hard Questions (What You Will Solve)

• Multi-Horizon Signal Fusion: How do you mathematically construct a unified modeling framework that seamlessly blends high-turnover intraday signals with multi-day macro alpha without suffering from model cannibalization or high transaction costs?
• Non-Stationary Regime Inference: How do you extract predictive features from macro futures and FX data streams over a 2-week horizon while programmatically adjusting for non-stationarity and structural regime shifts without overfitting?
• Execution & Multi-Day Decay Modeling: Over a 2-week decay curve, how do you optimize your execution pacing and portfolio rebalancing frameworks to trade highly liquid macro contracts without bleeding edge to market impact and crossing spreads?

The Structural Edge

• Stat Arb Compute Infrastructure: Leverage a deeply mature, multi-petabyte distributed computing cluster and proprietary optimization engines originally engineered for high-capacity statistical arbitrage. The computational bottleneck to training data-heavy, complex models over thousands of historical macro data series is entirely eliminated.
• The "Zero-Cold-Start" Environment: Access pre-cleansed, high-fidelity historical data libraries across global futures, FX venues, and alternative datasets, combined with a live, operational execution architecture that enables production-testing within months of arrival.

Ideal Profile

• The Metric: A minimum of 5+ years of direct industry experience as a Quantitative Researcher within an elite systematic hedge fund, proprietary trading firm, or specialized macro pod. A verifiable track record of developing live, high-Sharpe systematic strategies within macro futures or FX markets. Backed by a Ph.D. or Master’s in a highly quantitative discipline (Statistics, Machine Learning, Computer Science, or Applied Mathematics).
• The Tech: Advanced proficiency in the modern Python scientific computing stack (NumPy, SciPy, Pandas, Polars) and experience working within highly distributed computing environments. Deep foundational understanding of time-series analysis and statistical inference.

Compensation & Preferences

• Non-compete: Preference for <= 12 months; comprehensive buyout options available for exceptional lateral talent.
• Compensation: $250k–$375k + competitive profit sharing incentive structure (This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location.)

Apply Now

At Onyx Alpha Partners, we are committed to connecting the most sought after talent in the financial world, to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.