Semi-Systematic Quant Researcher – Fixed Income & Macro

About the role

A leading research pod in London is expanding its team with Semi‑Systematic Quant Researchers focused on Fixed Income and Macro strategies. You will work at the intersection of discretionary and systematic investing, building innovative models and tools to support a world‑class investment platform.

Key responsibilities

• Design and implement semi‑systematic quantitative models to drive trading decisions.
• Analyse large data sets to uncover alpha drivers in fixed income and macro markets.
• Collaborate closely with portfolio managers and discretionary researchers in a fast‑paced environment.
• Develop and maintain tools and libraries for research and production use.
• Contribute to the research agenda and help shape strategy direction.

Required profile

• Minimum 5 years of experience at a top‑tier hedge fund, bank, or asset manager.
• Strong background in fixed income and macro markets with a clear understanding of alpha sources.
• Proven ability to work collaboratively with PMs and researchers.
• Experience developing semi‑systematic or quant‑driven models.

Required skills

• Proficiency in Python for data analysis and model development.
• Knowledge of C++, R or Matlab is a plus.
• Strong quantitative and statistical modelling capabilities.

What we offer

• Exposure to both systematic and discretionary strategies within a well‑resourced pod.
• Significant influence over research direction and strategy development.
• Competitive compensation backed by a leading global platform.