Goldman Lloyds · 13 hours ago
Systematic Macro Quant Researcher
Goldman Lloyds is a hedge fund seeking a Senior Systematic Macro Quant Researcher to lead research and development within their global macro platform. The role involves developing systematic macro strategies, collaborating with teams, and mentoring junior researchers to enhance research standards.
ConsultingFinancial ServicesProfessional Services
Responsibilities
Lead the research and development of systematic macro strategies across global asset classes (rates, FX, inflation, commodities, equities as macro inputs)
Design, test, and deploy alpha signals using macroeconomic, market, and alternative data
Own the end-to-end research lifecycle: idea generation, modeling, validation, and production
Collaborate closely with portfolio managers, trading, and technology teams
Mentor and guide junior researchers; contribute to research standards and best practices
Play a meaningful role in portfolio construction, risk management, and strategy scaling
Qualification
Required
Extensive experience in systematic macro or quantitative global macro research
Senior-level background at a hedge fund or buy-side asset manager
Strong expertise in time series modeling, econometrics, and statistical learning
Proven track record of live, scalable alpha generation
Advanced programming skills (Python required; C++/R a plus)
Deep understanding of macro markets and transmission mechanisms
Preferred
PhD or equivalent quantitative training strongly preferred
Benefits
Competitive Base
Bonus
Competitive Benefits Package
Company
Goldman Lloyds
An executive search firm powering financial markets globally, our client portfolio includes some of the world's most famous and reputable investment management firms and clients in the Web3 eco-system.
Funding
Current Stage
Early StageCompany data provided by crunchbase