Quant Researcher (Macro + Regime + Strategy Research)

Location: Remote
Type: Full-time
About the Role
We are expanding our R&D division and seeking a Quant Researcher capable of combining macroeconomic insights with quantitative modeling. You will analyze global market regimes, develop volatility filters, refine trend detection, and propose new systematic strategies.
Key Responsibilities
• Analyze macro cycles, global liquidity, and risk-on/risk-off regimes
• Study volatility clustering, correlations, and market microstructure
• Propose strategies to reduce drawdowns and avoid high-risk phases
• Design new systematic logic (trend, mean reversion, volatility, arbitrage based)
• Create anti-grid/martingale risk rules and entry filters
• Write research reports with actionable insights
• Work closely with Developers and Portfolio Analysts
Requirements
• Strong background in math/statistics/economics/finance
• Understanding of macro regimes, volatility cycles, and trend structures
• Experience with quant research or financial modeling
• Ability to write structured research documents
• Strong logic and analytical ability
Bonus Skills
• Python (Pandas, Numpy, Scikit-learn)
• Experience with systematic or algorithmic trading
• Familiarity with FX, commodities, indices
To Apply
Please send:
1. CV
2. Research sample (if available)