Macro Quant Researcher - Signals & Trading Systems

Selby Jennings; City Of London; On-site; GBP 100,000 - 140,000; Full time

Job summary

Selby Jennings in London seeks an experienced quantitative researcher to grow a small, highly collaborative team focused on systematic macro strategies. The role emphasizes work in a highly technical environment with opportunities to develop client-facing skills.

Responsibilities include developing macro and futures strategies, feature extraction from unstructured data, and contributing to risk and factor modelling within a robust data and infrastructure setup.

Qualifications

• Advanced degree in a quantitative field from a top-ranked university.
• 3+ years' experience with macro strategies (macro-credit, FX, futures).
• Demonstrated ability to harness large datasets to find alpha signals.

Responsibilities

• Developing systematic macro and futures strategies from idea generation to backtesting.
• Supporting feature-extraction methods transforming unstructured market data into signals.
• Contributing to the research and trading pipeline including Risk and Factor Modelling.

Skills

Macro strategies

Data analysis

Python

R

Matlab

C++

C#

Education

Advanced degree in Mathematics/Physics/Statistics/Engineering

Tools

Python

R

Matlab

C++

C#

Job description

Selby Jennings in London seeks an experienced quantitative researcher to grow a small, highly collaborative team focused on systematic macro strategies. The role emphasizes work in a highly technical environment with opportunities to develop client-facing skills.

Responsibilities include developing macro and futures strategies, feature extraction from unstructured data, and contributing to risk and factor modelling within a robust data and infrastructure setup.