Quantitative Researcher – Macro Systematic Strategies

About the role

We are seeking a Quantitative Researcher to design and develop macro‑driven systematic trading strategies. The role focuses on creating robust models that operate from intraday to multi‑week horizons, leveraging advanced statistical and machine learning techniques.

Key responsibilities

• Design and develop systematic macro‑relative‑value or CTA trading strategies.
• Conduct quantitative research, signal generation, and inefficiency identification in macro markets.
• Implement, back‑test, and optimise models to ensure robustness under changing market conditions.
• Integrate cutting‑edge quantitative finance methodologies into the research workflow.
• Collaborate with trading, risk, and technology teams to align research insights with business objectives.
• Develop, test, and deploy strategies using Python and relevant data‑science libraries.

Required profile

• 5+ years of experience in macro systematic trading with a proven quantitative research or trading track record.
• Advanced degree (Master’s or PhD) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering or a related quantitative field.
• Strong background in mid‑ to low‑frequency systematic strategies, especially macro‑focused relative‑value or CTA trading.
• Excellent problem‑solving abilities and capacity to communicate findings to technical and non‑technical stakeholders.

Required skills

• Python programming.
• Handling large datasets.
• Statistical modelling.
• Machine‑learning techniques.