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Head of Systematic Macro - Quant Hedge Fund

Selby JenningsManhattan, NY🇺🇸United StatesPosted 20 Jul 2026

Why This Role Stands Out

This leadership position offers the chance to build and scale a systematic macro function from the ground up at a leading quantitative investment firm using advanced machine learning techniques. You'll thrive here if you have a proven track record in developing and deploying systematic macro strategies and are eager to drive significant impact within a collaborative, research-driven environment. This hybrid role also features competitive compensation with PnL-linked bonuses from year two, making it an exciting opportunity to advance your career.

Quick Overview

Work Type
Hybrid
Schedule
Full Time
Level
Leader

Job Description

Head of Systematic Macro - Quant Hedge Fund

Our client is a leading quantitative investment firm (> $5bn AUM) specializing in the development of multi-asset portfolios through advanced machine learning techniques. The firm operates a fully quantitative, mid-frequency trading platform and is currently in a significant growth phase.

They are seeking an experienced professional to join as Head of Systematic Macro, a newly created leadership role tasked with building out and scaling the firm's quant macro capabilities.

Key Responsibilities

  • Lead the development and implementation of systematic macro strategies across asset classes
  • Build and scale a dedicated quant macro function from the ground up
  • Partner closely with research, trading, and technology teams in a highly collaborative environment
  • Drive research agenda leveraging advanced statistical and machine learning methodologies
  • Contribute to portfolio construction within the firm's mid-frequency trading framework

Candidate Profile

  • 5+ years of experience developing and trading systematic macro strategies
  • Proven track record in quantitative research and strategy deployment across macro asset classes (rates, FX, commodities, equities)
  • Strong programming and data science skillset (e.g., Python, C++ or equivalent)
  • Experience working within a fully systematic or quantitative investment environment
  • Demonstrated ability to operate in a collaborative, research-driven culture

Compensation

  • Competitive base salary + Year 1 target bonus
  • PnL-linked compensation from Year 2 onward

Location

  • New York, NY

This represents a unique opportunity to take on a high-impact, build-out role within a well-established and rapidly growing quant platform.

Skills

Machine Learning
C++
Python

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