Key Responsibilities
Research & Modeling
- Develop and maintain systematic macro models, including factor models, nowcasting/forecasting frameworks, and regimedetection signals.
- Conduct deep empirical research using high-frequency, marketmicrostructure, and macroeconomic datasets to identify alpha-generating insights.
- Build robust cross-asset analytical tools, including relativevalue frameworks and riskpremia models.
- Apply and refine econometric, machine learning, and statistical techniques to evaluate strategies and signals.
Portfolio & Strategy Support
- Collaborate closely with Portfolio Managers to translate research output into actionable trade ideas and risk frameworks.
- Backtest and validate strategies across multiple asset classes, ensuring persistence, robustness, and scalability.
- Monitor live signals and performance attribution to identify model drift, parameter sensitivity, and structural breaks.
