Quantitative Research Engineer (Macro/FX/Rates)

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are hiring a Quant Research Engineer to work directly with a Portfolio Manager. This role is focused on building, running, and maintaining robust research and analytics that support real trading decisions.

Responsibilities

• Run and maintain research dashboards and analytics so they update automatically.


• Maintain factor sets and data integrity.


• Build and maintain rolling seasonality studies.


• Backtest and validate existing strategies and analytics.


• Build internal swap RV / curve / carry analytics (RiskVal-style).


• Replicate sell-side analytics internally using clear, explicit logic.


• Own historical datasets, backfills, and monitoring.


• Surface trade candidates based on defined rules.


• Reduce manual checks and repetitive PM workload.


• Monitor trades, orders, and entry/exit levels.


• Execute funding and simple trades under instruction.


• Assist with booking, allocation, and PnL reconciliation.


• Provide limited operational cover when the PM is away.

Qualifications

• Strong Python (pandas, numpy, time-series work).


• Applied statistics / optimization.


• Experience working with financial market data.


• Understanding of rates / FX instruments, curves, roll, carry, funding.


• Experience building and maintaining production analytics.


• High attention to detail and ownership mindset.