Quant jobs / WorldQuant

Quantitative Researcher – Quant Macro

A researcher role building macro signals for futures and macro asset classes such as commodities, FX, rates and equity indices. It sits in WorldQuant's research effort in Taipei.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research predictive signals for futures and macro assets
Process and model data with Python, R or C++
Visualise and test signal behaviour across markets
Learn macro market structure on the job

What they ask for

Required

Bachelor's (BEng), MSc or PhD in a highly analytical field
Data processing, modelling and visualisation in Python, R or C++
High GPA
Research mentality
Interest in global markets
English communication

Preferred

Futures or macro asset experience
Publications, conferences or awards

Education: BEng, MSc or PhD from a top university in maths, CS, physics, electrical or financial engineering
Experience: No fixed years; futures or macro experience a plus
Languages and tools: Python
R
C++
Markets: futures, commodities, fx, fixed-income, equities

How to prepare

Build a trend and carry signal on futures data
Learn how commodities, FX and rates futures differ
Practise time series analysis and visualisation
Write up a short research note on a macro signal

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on WorldQuant’s site before applying: requirements, location and pay can change after we check them.

View the posting on WorldQuant’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with WorldQuant and doesn’t handle applications.