Quant Researcher

Selby Jennings; Leeds; On-site; GBP 60,000 - 80,000; Full time

Job summary

A global investment group is looking for a Quantitative Researcher to manage the research lifecycle focusing on mid-horizon alpha strategies across macro instruments like futures and FX. The ideal candidate will have 3+ years of experience in a quant research role, a track record of delivering scalable strategies, and familiarity with execution modeling. This position offers a chance to contribute to platform evolution and monitor live strategies effectively with a disciplined approach to change control.

Qualifications

• 3+ years in systematic QR or quant research.
• Proven track record in mid-horizon alpha production.
• Strong foundation in statistics and model selection.

Responsibilities

• Own the research lifecycle from ideation to deployment.
• Collaborate with teams to ensure strategies are operationally sound.
• Monitor live strategies and interpret PnL drivers.

Skills

Hands-on experience in systematic QR

Experience with macro instruments

Familiarity with execution modeling

Job description

I'm working with a global multi-strategy quantitative investment group looking to onboard a Quantitative Researcher to drive mid‑horizon alpha discovery and production. The opportunity is centered around strategies designed within intraday to few‑day holding periods, deployed in a highly systematic manner across macro (futures, FX).

Responsibilities

• Own the research lifecycle from end‑to‑end: ideation, data acquisition/cleaning, feature engineering, model development, backtesting, stress testing, and live deployment.
• Design systematic strategies spanning futures, FX, IRS, and CDX, selecting instruments with sufficient liquidity, reliable data, and clear operational feasibility.
• Collaborate closely with quantitative developers, portfolio managers, and execution teams to ensure strategies are scalable, monitorable, and operationally sound.
• Contribute to platform evolution: improve backtesting fidelity, alpha research tooling, and workflow productivity through reusable libraries, robust test suites, and thoughtful documentation.
• Monitor live strategies, interpret PnL drivers, diagnose performance shifts, and iterate rapidly while maintaining discipline around change control and research integrity.

Qualifications & Skills

• 3+ years of hands‑on experience in a systematic QR or quant research capacity focused on macro or multi‑asset is a must.
• Track record of discovering mid‑horizon alpha (intraday/few‑day holds) and pushing signals into production.
• Experience with macro instruments, at minimum futures and FX (exposure to IRS and CDX).
• Familiarity with execution and transaction cost modeling in macro markets; understanding of market microstructure at intraday horizons.
• A Statistics foundation is a strong plus; time‑series modeling, hypothesis testing, bootstrap/resampling, model selection, cross‑validation for dependent data, robust regression, and techniques to handle non‑stationarity.