Systematic Macro Researcher Futures ( NYC - Eka Finance

We are expanding a systematic macro pod in New York and are seeking a Systematic Macro Researcher to help build and scale option-based strategies across commodity futures and global equity index futures
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This role is for a researcher with experience at a top buy-side platform who is comfortable owning the full lifecycle of systematic strategies — from research and signal design through production deployment, execution, and live risk management.

• Research, develop, and deploy systematic options strategies on commodity futures and equity index futures.
• Design macro‑and cross‑asset‑driven signals grounded in economic intuition and validated using robust statistical techniques.
• Own the end‑to‑end research‑to‑production workflow, ensuring strategies are scalable, stable, and production‑ready.
• Build and extend a modular, graph‑based strategy framework to support clean strategy composition and rapid deployment.
• Contribute to the design and maintenance of execution and order routing infrastructure across multiple internal and external venues.
• Develop and maintain monitoring and analytics dashboards covering portfolio performance, risk, execution quality, and transaction costs.
• Implement and enforce pre‑trade risk and compliance checks, ensuring adherence to internal risk limits, exchange rules, and CFTC position constraints.
• Work closely with portfolio managers, traders, and technologists in a pod‑style environment with high autonomy and accountability.

• Proven experience researching and trading systematic macro strategies at a top‑tier buy‑side fund (e.g., multi‑manager, systematic macro, or leading CTA).
• Strong background in options on futures and/or equity index derivatives.
• Ability to translate macroeconomic hypotheses into systematic, statistically robust signals.
• Excellent understanding of time‑series analysis, statistics, and empirical research methods.
• Hands‑on experience with production trading systems, including execution and live monitoring.
• Strong programming skills in Python; experience with lower‑level or performance‑critical languages is a plus.
• Familiarity with US futures markets, exchange mechanics, and regulatory requirements (CFTC limits).