Macro Quant Researcher: Cross-Asset Signals & Modeling

Selby Jennings; Stamford; On-site; GBP 110,000 - 160,000; Full time

Job summary

Selby Jennings is seeking a Macro Quant Researcher to join a sophisticated systematic investment platform. You will conduct original quantitative research, develop systematic strategies and work with traders, engineers and portfolio managers.

The role blends statistics, machine learning and finance, offering independence to pursue research ideas while collaborating with senior researchers and developers.

Qualifications

• Advanced quantitative training is expected.
• Strong knowledge of probability and statistics.
• Experience conducting independent, hypothesis-driven research.
• Strong programming ability in Python or similar.
• Experience with large, noisy financial datasets.
• Understanding of ML techniques for predictive modelling.
• Awareness of data leakage and overfitting in time-series.

Responsibilities

• Conduct quantitative research into systematic trading opportunities across global macro markets.
• Research, design and develop predictive signals and systematic investment strategies.
• Analyse large-scale financial, economic and alternative datasets to uncover patterns.
• Develop statistical and machine learning models for forecasting asset returns and risk.
• Build rigorous research frameworks for testing hypotheses and evaluating signals.
• Perform backtesting, validation and robustness analysis to distinguish signal from noise.
• Research cross-asset relationships across equities, fixed income, FX and commodities.
• Investigate macroeconomic, fundamental and market-based datasets as sources of alpha.
• Improve existing models and identify new opportunities through empirical research.
• Translate research into systematic strategies with quantitative developers.
• Monitor live strategies and analyze changes in signal behaviour.

Skills

Python programming

Quant research

Statistical modelling

Machine learning

Education

MSc or PhD

Job description

Selby Jennings is seeking a Macro Quant Researcher to join a sophisticated systematic investment platform. You will conduct original quantitative research, develop systematic strategies and work with traders, engineers and portfolio managers.

The role blends statistics, machine learning and finance, offering independence to pursue research ideas while collaborating with senior researchers and developers.