Senior Quantitative Researcher – Systematic Macro Strategies

Eka Finance; London; On-site; GBP 70,000 - 120,000; Full time

Job summary

Une opportunité excitante pour un chercheur quantitatif senior spécialisé dans les stratégies macro systématiques. Le poste se concentre sur le développement de modèles de trading basés sur des données pour des actifs macroéconomiques, demandant une expertise en méthodes statistiques et en programmation. Le candidat idéal possède une formation académique avancée et une expérience de réussite dans le développement de stratégies de génération d'alpha.

Qualifications

• Expérience en recherche quantitative ou gestion de portefeuille.
• Exposition au trading systématique à court et moyen terme.
• Maîtrise de la programmation en Python et/ou C#.

Responsibilities

• Développer et déployer des modèles de trading systématiques.
• Appliquer des méthodes quantitatives avancées pour déceler des signaux générateurs d'alpha.
• Effectuer des tests de robustesse et de stress sur les stratégies déployées.

Skills

Statistical methodologies

Machine learning

Data handling

Time-series modeling

Econometric analysis

Python

C#

SQL

Portfolio construction

Education

PhD or MSc in Financial Engineering

PhD or MSc in Applied Mathematics

PhD or MSc in Statistics

PhD or MSc in Computer Science

PhD or MSc in Physics

Job description

Senior Quantitative Researcher – Systematic Macro Strategies

Senior Quantitative Researcher – Systematic Macro Strategies

Eka Finance London, United Kingdom Apply now Posted 1 month ago Flexible Job Permanent $Open

Senior Quantitative Researcher – Systematic Macro Strategies

Eka Finance London, United Kingdom Apply now

An opportunity has arisen for an experienced quantitative researcher with a specialization in systematic macro strategies to contribute to a high-performance trading team. This role focuses on the full lifecycle development of systematic alpha models across global futures and FX instruments, with a preference for medium- to high-frequency signals spanning intraday to multi-day horizons.

Role Overview:

The successful candidate will design, implement, and manage data-driven trading models across global macroeconomic assets. The position requires deep expertise in statistical and machine learning methodologies, alongside robust programming and data-handling capabilities. Applicants should bring a verifiable track record of high information ratio strategies deployed in real-market environments.

Key Responsibilities:

• Develop and deploy systematic trading models across macro asset classes, primarily using futures and foreign exchange instruments.
• Apply advanced quantitative methods—including time-series modeling, econometric analysis, and machine learning—to uncover alpha-generating signals.
• Conduct extensive backtesting and stress testing to evaluate performance robustness, execution latency, and risk-adjusted return characteristics.
• Collaborate within a research-driven environment to enhance alpha models, portfolio construction techniques, and signal processing infrastructure.
• Monitor and evolve deployed strategies to maintain performance amid shifting market regimes.

Ideal Background:

• Demonstrated experience in quantitative macro research or portfolio management, with a track record of alpha generation and strategy deployment.
• Exposure to short- and medium-term systematic trading styles, ideally within timeframes of hours to two weeks.
• Advanced academic training (PhD or MSc) in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Computer Science, or Physics.
• Strong coding proficiency in Python and/or C#, with working knowledge of SQL for data manipulation and extraction.
• Eligible to work in the UK and able to operate effectively in a collaborative, research-intensive setting.

Eka Finance is a leading global quantitative finance recruitment consultancy in the banking and finance industry. We offer front office recruitment so...

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