Macro Quant Analyst – Centralised Quant Team

About the role

This is a rare opportunity to join a greenfield, centralised quantitative team at a leading hedge fund. You will work on the core models, systems and analytics that drive capital allocation and risk management across the firm.

Key responsibilities

• Develop and implement production‑grade quantitative models across multiple asset classes.
• Build scalable infrastructure for pricing, risk and analytics.
• Contribute to the design of a centralised risk and model architecture.
• Collaborate closely with trading, risk and portfolio management teams.
• Deliver robust, well‑tested code with a strong focus on quality and reliability.

Required profile

• 3–7 years of experience in quantitative research or quant development.
• Strong programming skills and ability to produce production‑quality code.
• Proven track record of delivering operational systems, not just prototypes.
• Solid understanding of financial models across one or more asset classes.
• Pragmatic, delivery‑focused mindset with strong ownership.

Required skills

What we offer

• Salary range £200,000 – £400,000 per year.
• Permanent, onsite role based in Central London.