Quantitative Researcher — Systematic Macro

MS Capital is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.

You will be joining MS Capital's technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities. The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.

We are looking for junior researcher / intern to join our branch in New York. Other possible working locations include Singapore, Hong Kong, China.

Key Responsibilities

• Conduct research on systematic macro strategies across asset classes (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

• Current graduate student (Master’s or Ph.D.) 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 (e.g., Treasury bond auctions, central bank data, economic releases).