Quantitative Researcher

JR United Kingdom; Reading; On-site; GBP 70,000 - 130,000; Full time

Job summary

A growing boutique hedge fund in London is seeking a Portfolio Manager to enhance its systematic macro team. The ideal candidate will possess a strong quantitative background and a track record in systematic macro trading. This role offers the chance to directly impact portfolio returns by developing and implementing high-conviction trading strategies within an innovative team environment.

Qualifications

• Strong academic background in quantitative discipline required.
• Proven success in systematic macro strategies.
• Fluency in Python and familiarity with SQL/C# advantageous.

Responsibilities

• Design and deploy systematic strategies across global macro asset classes.
• Backtest and validate strategies on diverse datasets.
• Collaborate to integrate models into live trading infrastructure.

Skills

Quantitative analysis

Programming in Python

Machine learning

Statistical methods

Education

Degree in Finance

Degree in Mathematics

Degree in Computer Science

Degree in Engineering

Degree in 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] .