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Responsibilities will include: - Systematic strategy development of multiple global macro trading strategies - Backtesting and portfolio construction - Quantitative Research and big data analysis using Python/C++ - Collaboration with team members in order to foster intuitive ideas backed up by quantitative research - Consistent research and analysis of market conditions relative to asset allocation strategies Qualified candidates should possess: - 5+ years of experience working on a systematic macro book - Strong programming skills (Python, R, etc.) - Prior experience in a top tier hedge fund or asset management firm - Master's degree in a quantitative field from a t