Quantitative Researcher, Systematic Macro
MS Capital Singapore
New York, United StatesFresher53m agovia LinkedIn
This job at a glance
- Who can apply
- New grads and up to 1 year
- Must know
- Deep learningStatisticsPythonData analysis
- Work
- On-site in New York
- Pay
- Not stated by the employer.
- Skill demand
- Statistics63%Data analysis54%Python47%Deep learning4%of 98 similar entry-level jobs posted in the US this week
- Listed
- Nov 10, 2026 · still open
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About the Role
MS Capital is a private fund management company focused on applying artificial intelligence technology to quantitative investment. We provide high-quality and stable trading services, leveraging experienced quantitative researchers, deep learning scientists, and engineers from leading institutions.
Key Responsibilities
- Conduct research on systematic macro strategies across asset classes: Commodity, bonds, FX, rates.
- Build and validate pricing models for bonds, FX, and related derivatives.
- Process and analyze macroeconomic datasets, including U.S. Treasury auctions and economic indicators.
- Collaborate with senior researchers to find alphas.
Qualifications
- Degree and above in Financial Engineering, Applied Mathematics, Statistics, Computer Science, or a related quantitative field.
- Strong mathematical foundation in probability, statistics, and time-series analysis.
- Proficiency in Python for data analysis, modeling, and research workflows.
- Understanding of bond and FX pricing models is a must.
- Familiarity with systematic macro research or prior internship/project experience in quantitative finance.
- Experience working with macroeconomic data sources.