Quantitative Researcher

JR United Kingdom; Doncaster; On-site; GBP 80,000 - 120,000; Full time

Job summary

Une opportunité unique pour rejoindre un fonds macro systématique à Londres, où vous jouerez un rôle clé dans le développement de stratégies de trading à fort potentiel. Une expérience dans la recherche, le développement et l'implémentation de stratégies macro est essentielle, tout comme une solide formation quantitative. Ce poste dynamique offre un environnement de travail intellectuellement exigeant, où votre contribution aura un impact direct sur la performance du portefeuille.

Qualifications

• Historique prouvé dans le développement et l'implémentation de stratégies macro systématiques.
• Fluente en langages de programmation tels que Python; expérience avec SQL et/ou C# est un plus.
• Familiarité avec des modèles de trading à court terme ou intrajournaliers est un plus.

Responsibilities

• Concevoir, rechercher et déployer des stratégies systématiques sur les classes d'actifs macro globaux.
• Utiliser des méthodes statistiques, économétriques ou d'apprentissage automatique pour identifier des signaux prédictifs.
• Backtester et valider des stratégies sur de grandes bases de données.

Skills

Quantitative analysis

Systematic macro strategies

Programming in Python

Statistical methods

Education

Degree in Finance, Mathematics, Computer Science, Engineering, or 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] .