Quantitative Macro Strategist – Systematic Alpha

Logansinclair; Greater London; Hybrid; GBP 70,000 - 120,000; Full time

Job summary

Global Asset Manager in London seeks a Quantitative Analyst to drive alpha research, model innovation and research infrastructure within a systematic macro framework across rates, FX and commodities. You will blend signal discovery, model development and collaboration with investment teams.

The role emphasizes building and calibrating macro models, testing signals, and delivering rigorous research notes while improving the team’s codebase and data infrastructure to support investment decisions.

Qualifications

• Degree in a quantitative discipline with strong statistics and econometrics
• Hands-on experience building systematic investment models in macro or multi-asset settings
• Advanced Python (pandas, NumPy); SQL and Git exposure advantageous
• Proficient with Excel; familiarity with Bloomberg or similar data terminals
• Skilled at handling and interrogating large-scale financial datasets
• CFA or comparable market qualification is a plus
• Clear communicator able to translate quantitative concepts to varied audiences
• Team-focused, effective working with investment and technology counterparts

Responsibilities

• Develop and calibrate quantitative macro models spanning rates, FX and commodities
• Identify, test and incorporate new signals and alternative datasets into systematic frameworks
• Track model-driven trade ideas and circulate insights to investment stakeholders
• Produce rigorous research notes and presentations on standalone projects and thematic macro views
• Design, extend and support the team’s research infrastructure and shared codebase
• Enhance dissemination and visualisation of model outputs and performance
• Enforce sound engineering standards: version control, documentation and testing
• Present findings and model behaviour to Portfolio Managers, Strategists and Trading
• Collaborate across assets and time zones; help position the quant function internally and externally
• Participate in selected client interactions and research briefings

Skills

Quantitative analysis

Statistics

Econometrics

Modeling

Education

BSc/MSc in quantitative discipline

Tools

Python

SQL

Git

Excel

Job description

Global Asset Manager in London seeks a Quantitative Analyst to drive alpha research, model innovation and research infrastructure within a systematic macro framework across rates, FX and commodities. You will blend signal discovery, model development and collaboration with investment teams.

The role emphasizes building and calibrating macro models, testing signals, and delivering rigorous research notes while improving the team’s codebase and data infrastructure to support investment decisions.