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.