full-time
Quantitative Researcher — Systematic Macro
MS Capital Singapore
- Employer
- MS Capital Singapore
- Location
- New York
- Working pattern
- on-site
About the role
Research systematic macro strategies across bonds, foreign exchange, and interest rates; build and validate pricing models for bonds, FX, and related derivatives. Analyze macroeconomic datasets, including Treasury auctions and economic indicators, and collaborate with senior researchers to identify alpha opportunities. Applicants should be current master's or Ph.D. students in a quantitative field, with a strong foundation in probability, statistics, and time-series analysis and proficiency in Python. Understanding bond and FX pricing models is required; familiarity with systematic macro research, quantitative finance experience, or macroeconomic data sources is also sought.