Macro Quantitative Researcher

Overview

In this role you will develop and own macro quant strategies for a renowned systematic hedge fund. You will collaborate with fellow researchers to research alphas, manage live strategies, and occasionally extend infrastructure. Your work directly influences performance across fixed income, FX, and derivatives through end-to-end research and live trading oversight. The position offers strong ownership, a clear impact on portfolio results, and onsite, London-based opportunity.

Pay / Benefits

• Yearly performance bonus
• Onsite work in Central London
• Permanent position

Responsibilities

• Research and develop macro quant strategies with the team
• Manage, optimise and monitor strategies in live trading
• Contribute to infrastructure development and enhancements as needed
• Collaborate across the quant group to own end-to-end research of strategies

Key requirements

• 2+ years of Quantitative Research experience in Liquid Macro Futures, FICC markets, Equity Indices and derivatives
• Proficient in Python; basic knowledge of C++
• Strong academic record with Master’s or PhD in STEM or computational field

• team collaboration
• ownership and accountability
• problem solving
• Python
• C++ (basic)
• Quantitative research in Macro Futures and derivatives

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