Systematic Macro Portfolio Manager – Quantitative Hedge Fund

About the role

We are seeking a Systematic Macro Portfolio Manager to build and lead a dedicated desk within an established quantitative hedge fund. You will research, develop and trade systematic macro strategies across futures and FICC markets, leveraging extensive data resources and cutting‑edge execution infrastructure.

Key responsibilities

• Design, implement and manage a systematic macro trading desk.
• Research and monetize market and alternative data signals.
• Monitor model performance and continuously optimise strategies.
• Create quantitative tools such as execution algorithms and modelling libraries for the trading team.

Required profile

• Degree from a prestigious university in a numerate discipline (e.g., Engineering, Physics, Mathematics, Computer Science).
• At least three years of experience as a Quantitative Researcher or Trader using sophisticated quantitative methods for macro strategies.
• Strong analytical mindset, resilience and the ability to collaborate across locations.

Required skills

• C++
• Python

What we offer

• Salary range £150,000‑£250,000 plus a performance‑based formulaic bonus.
• Permanent, onsite role in Central London.
• Access to extensive historical market data, alternative/fundamental datasets, and advanced execution infrastructure.
• Opportunity to lead a team and shape systematic macro strategies in a low‑cost, fast‑to‑market environment.