Quantitative Researcher - Macro Systematic Trading - Hedge Fund

Tempest Vane Partners; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Performance bonus

Comprehensive benefits package

Job summary

Tempest Vane Partners is seeking a Quantitative Researcher to join a leading hedge fund's global Macro team in London. You will generate original research, develop alpha signals and build systematic trading strategies across Rates, FX, Commodities and Equity Indices.

Ideal candidates hold a Master’s or PhD in a STEM field with extensive Systematic Macro experience and strong Python, plus C++ capability. The role offers a market-leading compensation package and a robust bonus structure.

Qualifications

• Masters or PhD in a STEM field from a top-tier university.
• Strong experience in Systematic Macro trading across asset classes.
• Proven track record of original research and signal development.

Responsibilities

• Conduct original quantitative research to identify and develop new systematic Macro trading strategies and alpha signals; translate research ideas into robust, scalable trading strategies for live deployment.
• Continuously improve existing strategies through new signals, datasets, modelling techniques and research approaches.
• Analyse large and complex datasets to identify persistent patterns, market inefficiencies and sources of systematic return.
• Develop, back-test and validate quantitative models using statistical, econometric and machine learning techniques.
• Work closely with Portfolio Managers, Quantitative Researchers and Software Engineers throughout the research and implementation process.
• Maintain awareness of academic research and developments across quantitative finance and global Macro markets.

Skills

Quantitative research

Python programming

Data analysis

Statistical modelling

Back-testing

Machine learning

Education

Master's degree in STEM

PhD in STEM

Tools

C++

Job description

My client is a highly successful hedge fund business headquartered in London. Their investment platform spans multiple global markets and strategies, with a particular focus on systematic and quantitative Macro trading.

They are looking for a Quantitative Researcher with deep experience in Systematic Macro to join an established and high-performing research team. The successful candidate will be responsible for generating original research, developing new alpha signals and building systematic trading strategies across global Macro markets.

What You'll Get

• An opportunity to join one of the most successful and sophisticated hedge funds in the world.
• The opportunity to work alongside a highly talented team of Quantitative Researchers, Portfolio Managers and Engineers in a genuinely research-driven environment with significant scope to develop original ideas and have a direct impact on investment performance.
• Exposure to a broad range of global Macro markets, including Rates, FX, Commodities and Equity Indices.
• Excellent career progression opportunities within a large and growing systematic investment platform.
• A market-leading compensation package including a highly competitive basic salary and substantial performance-related bonus (guaranteed in first year), and a comprehensive benefits package.

What You'll Do

• Conduct original quantitative research to identify and develop new systematic Macro trading strategies and alpha signals; translating research ideas into robust, scalable trading strategies suitable for live deployment.
• Continuously improve existing strategies through new signals, datasets, modelling techniques and research approaches.
• Analyse large and complex datasets to identify persistent patterns, market inefficiencies and sources of systematic return.
• Develop, back-test and validate quantitative models using statistical, econometric and machine learning techniques.
• Work closely with Portfolio Managers, Quantitative Researchers and Software Engineers throughout the research and implementation process.
• Maintain a strong awareness of academic research and developments across quantitative finance, systematic investing and global Macro markets.

What You'll Need

• A Masters or PhD from a top-tier university in a STEM discipline.
• Strong experience in Systematic Macro trading, ideally across multiple asset classes such as Rates, FX, Commodities or Equity Indices.
• A proven track record of original research, trade idea generation and systematic strategy development.
• Extensive experience with statistical modelling, back-testing, simulation and quantitative research techniques.
• Experience working with large, complex datasets and extracting meaningful predictive signals.
• Strong programming skills in Python, with C++ or another programming language advantageous.