Quant Macro Analyst — AI-Driven Research & Backtesting

Corvus Research; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Corvus Research is seeking a quantitative analyst to develop macro models and generate alpha using systematic methods with AI-assisted research tools. You will work directly with the founders and with portfolio managers and researchers at top-tier hedge funds through our external engagements.

You will design and test quantitative macro models across global indices, directing workflows on our agent platform from data sourcing to backtesting and robustness checks.

Qualifications

• 2:1 or higher in mathematics, statistics, physics, economics or a quantitative subject.
• Strong Python and knowledge of systems architecture.
• Solid statistics: time-series methods, multiple-testing correction, and backtests that avoid overfitting.
• Daily, current use of AI coding and research tools.

Responsibilities

• Design and test quantitative macro models across global indices.
• Direct workflows on our agent platform: data sourcing, feature construction, backtesting, robustness checks across windows and cost assumptions.
• Be responsible for forward tracking of signals, strategies, and models.
• Enjoy significant ownership and autonomy while collaborating with two founders.

Skills

Python

Statistics

Time-series analysis

Backtesting

AI tools

Education

2:1 or higher in quantitative field

Master’s or PhD advantageous

Tools

AI coding tools

Job description

Corvus Research is seeking a quantitative analyst to develop macro models and generate alpha using systematic methods with AI-assisted research tools. You will work directly with the founders and with portfolio managers and researchers at top-tier hedge funds through our external engagements.

You will design and test quantitative macro models across global indices, directing workflows on our agent platform from data sourcing to backtesting and robustness checks.