Intraday Macro Quant Researcher

Qenexus; England; On-site; GBP 90,000 - 130,000; Full time

Job summary

Qenexus is expanding its research team in the United Kingdom to hire two Macro Intraday Quantitative Researchers. You will own the full research cycle—from signal generation to backtesting, live monitoring, and iteration—working with a senior PM who manages capital allocation.

The role focuses on cross-asset futures (FX, rates, commodities, equity index futures) with hours-to-days holding periods; requires expert modeling, strong Python/C++, and hands-on backtesting experience.

Qualifications

• Proven experience building systematic trading strategies in macro/CTA environments.
• Strong foundations in statistical modeling (time-series, state-space, GLM).
• Proficiency in Python or C++ for production research code.

Responsibilities

• Develop and backtest linear and nonlinear signals for macro directional forecasts.
• Engineer features from macro time-series data and validate signal robustness.
• Collaborate with PM on signal priority and portfolio construction; monitor live trading.
• Document methodologies and maintain backtesting infrastructure; iterate from live results.
• Coordinate with execution and risk teams to manage drawdowns.

Skills

Statistical modeling

Python

C++

Walk-forward validation

Macro knowledge

Backtesting

Tools

Backtesting frameworks

Time-series analysis

OLS/GLM

Job description

Qenexus is expanding its research team in the United Kingdom to hire two Macro Intraday Quantitative Researchers. You will own the full research cycle—from signal generation to backtesting, live monitoring, and iteration—working with a senior PM who manages capital allocation.

The role focuses on cross-asset futures (FX, rates, commodities, equity index futures) with hours-to-days holding periods; requires expert modeling, strong Python/C++, and hands-on backtesting experience.