Quantitative Researcher - Quant Macro | London, UK | Hybrid

Anson McCade; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading systematic hedge fund is seeking a Mid/Senior Quantitative Researcher to join their expanding Quant Macro business in London. The role involves researching and managing macro strategies, collaborating with a team, and enhancing trading infrastructure. Candidates should have a strong background in quantitative research, proficient Python skills, and a relevant academic degree.

Benefits

End-of-year bonus based on team performance

Qualifications

• 2+ years of experience in Quantitative Research for Liquid Macro Futures.
• Strong academic record in a relevant field.

Responsibilities

• Research Quant Macro strategies in collaboration with team.
• Manage, optimise, and monitor strategies in live trading.
• Develop and enhance the infrastructure on an ad hoc basis.

Skills

Python

C++

Education

Master’s or PhD in a STEM or computational subject

Job description

Mid/Senior Quantitative Researcher - Quantitative Macro - Systematic Hedge Fund - Offices Globally

Anson McCade is working with a renowned systematic hedge fund that is building out its Quant Macro business, with teams covering mid-frequency and intraday strategies across liquid spot/futures markets, including Fixed Income, FX spot/futures, commodity futures, and FICC/Equity Index Options and other derivatives.

They have headcount for Macro Quant Researchers to join new or expanding teams, where they will collaborate on the research of alphas, take ownership of the end-to-end research process of their strategies, and manage their own book. Quantitative Researchers will receive comprehensive benefits, including an end-of-year bonus based on team performance.

Role:

1. Research Quant Macro strategies in collaboration with other Quant Researchers in your team.
2. Manage, optimise, and monitor these strategies in live trading.
3. Develop and enhance the infrastructure on an ad hoc basis.

Requirements:

1. 2+ years of experience in Quantitative Research for Liquid Macro Futures, FICC markets, Equity Indices, and their derivatives.
2. Proficient in Python coding, with a basic understanding of C++.
3. Strong academic record, including a Master’s or PhD in a STEM or computational subject.

Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cybersecurity.

Systematic Quantitative Researcher, Anson McCade, London, United Kingdom

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