Senior Quantitative Researcher - Systematic Macro Strategies

About the role

The Senior Quantitative Researcher will design, implement and manage data‑driven trading models for global macroeconomic assets. You will work in a research‑intensive environment, focusing on futures and FX instruments to generate alpha across short‑ to medium‑term horizons.

Key responsibilities

• Develop and deploy systematic trading models across macro asset classes, primarily using futures and foreign exchange.
• Apply advanced quantitative methods such as time‑series modeling, econometric analysis and machine learning to identify alpha‑generating signals.
• Conduct extensive back‑testing and stress‑testing to assess performance robustness, execution latency and risk‑adjusted returns.
• Collaborate with research teams to enhance alpha models, portfolio construction techniques and signal‑processing infrastructure.
• Monitor and evolve deployed strategies to maintain performance amid changing market regimes.

Required profile

• Proven experience in quantitative macro research or portfolio management with a track record of alpha generation.
• Exposure to short‑ and medium‑term systematic trading (hours to two weeks).
• Advanced academic training (PhD or MSc) in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Computer Science or Physics.
• Eligibility to work in the United Kingdom.

Required skills

• Python programming
• C# programming
• SQL for data manipulation and extraction