Quantitative Researcher - Cross Asset Global Macro

About the role

This position is a systematic macro research role within a fast‑growing London‑based hedge fund. You will work closely with an experienced Portfolio Manager to shape and implement a cross‑asset macro platform, covering rates, fixed income, credit and broader markets.

Key responsibilities

• Research, develop and enhance systematic macro signals across rates, FX, futures, fixed income and credit.
• Design, test and implement medium‑frequency systematic investment strategies.
• Generate new research ideas and evaluate alpha opportunities in liquid macro markets.
• Collaborate with the Portfolio Manager to move strategies from research to live investment.
• Analyse traditional and alternative datasets to uncover predictive signals.
• Conduct rigorous back‑testing, validation and performance analysis of quantitative models.
• Contribute to the development of research infrastructure, modelling frameworks and systematic processes.

Required profile

• 3+ years of experience researching systematic investment strategies, quantitative trading signals or macro QIS strategies.
• Strong background in rates, FX, futures, fixed income or cross‑asset macro markets.
• Experience in systematic fixed income or systematic credit is highly advantageous.
• MSc or PhD in a quantitative discipline from a leading university is preferred.
• Ability to own research projects from idea generation through to implementation.
• Collaborative mindset and capacity to work with investment professionals in a high‑performing environment.

Required skills

• Python programming – clean, scalable, production‑quality code.