Quantitative Researcher

JR United Kingdom; Hemel Hempstead; On-site; GBP 50,000 - 80,000; Full time

Job summary

A boutique hedge fund in London seeks a Quantitative Researcher in Hemel Hempstead to join their systematic macro team. This role involves designing and implementing trading strategies using quantitative techniques that will directly impact portfolio construction. Ideal candidates will have a strong academic background in quantitative disciplines and a proven track record in systematic macro strategies.

Qualifications

• Proven track record in developing and implementing successful systematic macro strategies.
• Experience with programming languages like SQL and/or C# is advantageous.
• Familiarity with short-term or intraday models is a plus.

Responsibilities

• Design, research, and deploy systematic strategies across global macro asset classes.
• Use statistical, econometric, or machine learning methods to identify inefficiencies.
• Backtest and validate strategies on large datasets for robustness.

Skills

Fluency in programming languages such as Python

Statistical methods

Machine learning

Econometric methods

Education

Strong academic background in Finance, Mathematics, Computer Science, Engineering, or Physics

Job description

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Quantitative Researcher, hemel hempstead

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Client:

Location:

hemel hempstead, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

1

Posted:

04.06.2025

Expiry Date:

19.07.2025

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Job Description:

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] .