Quantitative Researcher

JR United Kingdom; Bristol; On-site; GBP 70,000 - 120,000; Full time

Job summary

A boutique hedge fund in London seeks a Portfolio Manager for its systematic macro team. This role involves the design and implementation of trading strategies across major asset classes, utilizing statistical and machine learning methods to generate alpha. Successful candidates will have a strong academic background in a quantitative discipline and proven experience in systematic trading strategies.

Qualifications

• Strong academic background in a quantitative discipline.
• Proven track record in systematic macro strategies.
• Fluency in Python; SQL and C# are advantageous.

Responsibilities

• Design and deploy systematic strategies across macro asset classes.
• Use statistical methods to identify market inefficiencies.
• Backtest strategies on large datasets.

Skills

Systematic macro research

Trading strategies

Statistical methods

Econometric methods

Machine learning

Python programming

SQL

C#

Education

Academic background in Finance

Mathematics

Computer Science

Engineering

Physics

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] .