Quantitative Researcher

JR United Kingdom; Aberdeen City; On-site; GBP 60,000 - 90,000; Full time

Job summary

Une société de fonds d'investissement recherche un Portfolio Manager pour rejoindre son équipe macro systématique à Londres. Le candidat idéal doit posséder une solide expérience en recherche ou négociation systématique, avec un accent sur les marchés des futurs et des devises. Cette position offre la possibilité de contribuer directement à la construction de portefeuilles via l'innovation et l'exécution de stratégies de trading avancées.

Qualifications

• Expérience avérée dans le développement de stratégies macro systématiques.
• Connaissance des modèles intraday est un plus.
• Droit de travailler au Royaume-Uni requis.
• Bonne compréhension des marchés futurs et FX.

Responsibilities

• Dessiner et déployer des stratégies systématiques sur les classes d'actifs macro globaux.
• Maintenir et optimiser les modèles existants en réponse aux dynamiques du marché.
• Collaborer avec des équipes d'ingénierie pour intégrer les modèles dans l'infrastructure de trading.

Skills

Statistical methods

Machine learning

Programming in Python

Econometric methods

Education

Degree in Finance, Mathematics, Computer Science, Engineering, or Physics

Tools

SQL

C#

Job description

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We are working with a boutique hedge fund in London that is expanding its systematic macro team, they are looking for a Portfolio Manager. You must have a proven track record in systematic macro research or trading, particularly across futures and FX markets. This is a unique opportunity to join a high-performing team where your research and strategies will directly impact portfolio construction and returns.

The Opportunity:

• Join a systematic global macro fund focused on trading across major asset classes using futures and FX.
• Play a key role in the research and implementation of high-conviction, alpha-generating trading strategies.
• Contribute to the continued innovation and refinement of the team’s trading models using advanced quantitative techniques.
• Collaborate closely with other researchers and developers in a flat, intellectually rigorous environment.
• Take strategies from concept to live execution and performance monitoring.

Key Responsibilities:

• Design, research, and deploy systematic strategies across global macro asset classes with a focus on short- to medium-term trading horizons.
• Use statistical, econometric, or machine learning methods to identify persistent inefficiencies and develop predictive signals.
• Backtest and validate strategies on large and diverse datasets, ensuring robustness, scalability, and risk control.
• Continuously monitor and optimise existing models in response to evolving market dynamics.
• Work closely with engineering teams to integrate models into the live trading infrastructure.

Candidate Requirements:

• A strong academic background in a quantitative discipline such as Finance, Mathematics, Computer Science, Engineering, or Physics.
• Proven track record in developing and implementing successful systematic macro strategies.
• Fluency in programming languages such as Python; experience with SQL and/or C# is advantageous.
• Familiarity with short-term or intraday models is a plus.
• Must have the right to work in the UK.

If this opportunity aligns with your experience and interests, please send your CV in WORD format to [emailprotected] .