Systematic Macro Quantitative Researcher – Hedge Fund

About the role

Join a globally recognised multi‑strat hedge fund as a Systematic Macro Quantitative Researcher. Working alongside a new Portfolio Manager, you will design and deploy cutting‑edge quantitative models for global macro futures markets (excluding commodities) from our London office.

Key responsibilities

• Conduct rigorous quantitative research to uncover market inefficiencies and develop systematic trading strategies.
• Apply statistical, econometric and machine‑learning techniques to model macro‑economic relationships and forecast asset prices.
• Analyse large, complex datasets—including macro indicators, market prices and alternative data—to generate predictive signals.
• Collaborate with technology and trading teams to build, implement and optimise quantitative infrastructure in a live trading environment.
• Work closely with risk‑management teams to create risk models that address diverse market scenarios and stress conditions.

Required profile

• 2‑5 years of experience in a high‑performance, preferably buyside, trading environment.
• Proven track record of developing and implementing successful quantitative trading strategies, ideally in macro futures.
• Advanced degree (Ph.D. or Master’s) in Economics, Finance, Mathematics, Statistics, Computer Science or a related quantitative discipline from a top‑tier institution.

Required skills

• Strong programming proficiency in Python and/or R with clean‑code practices.
• Experience with statistical analysis, econometrics and machine‑learning techniques.
• Ability to work with large datasets and advanced data‑analysis tools.