Senior Quantitative Researcher – Systematic Macro Strategies | London, UK | Flexible

Eka Finance; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

Eka Finance is seeking a Senior Quantitative Researcher for its London office, specializing in systematic macro strategies. The ideal candidate will design and manage trading models leveraging deep quantitative skills, statistical methodologies, and robust programming capabilities, contributing to a dynamic, high-performance trading team.

Qualifications

• Experience in quantitative macro research or portfolio management.
• Background in systematic trading styles with short/medium-term focus.
• Strong track record in alpha generation and strategy deployment.

Responsibilities

• Develop and deploy systematic trading models across macro asset classes.
• Conduct backtesting and stress testing to evaluate model performance.
• Collaborate within a research-focused environment to enhance trading strategies.

Skills

Statistical methodologies

Machine Learning

Data handling

Time-series modeling

Econometric analysis

Python

C#

SQL

Education

PhD or MSc in Financial Engineering, Applied Mathematics, Statistics, Computer Science, or Physics

Job description

Senior Quantitative Researcher – Systematic Macro Strategies

Senior Quantitative Researcher – Systematic Macro Strategies

Eka Finance London, United Kingdom Apply now Posted 8 days ago Flexible Job Permanent $Open

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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