Intraday Futures & FX Quant Researcher

About the role

We are seeking a quantitative researcher to design and implement automated intraday futures and FX trading strategies. You will work within a systematic macro team, applying rigorous statistical methods to both financial and alternative data sets.

Key responsibilities

• Develop statistical models for diverse datasets, focusing on real‑world applicability.
• Produce high‑quality research outputs aligned with the team’s systematic macro objectives.
• Contribute to the expansion of systematic macro infrastructure across FX, EM FX, rates, commodities and equities.
• Deploy capital and monitor performance of intraday futures/FX strategies.

Required profile

• Minimum 3 years of buy‑side experience building global systematic macro strategies.
• Strong background in statistical research for systematic investment management (returns forecasting, risk modelling, market impact).
• Advanced degree (PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, Physics or a related field.

Required skills

• Proficient programming in C++ and Python.
• Extensive experience with financial data analysis and rigorous modelling techniques.