Enable job alerts via email!

Systematic Macro Quantitative Researcher

JR United Kingdom

City Of London

On-site

GBP 60,000 - 100,000

Full time

2 days ago
Be an early applicant

Boost your interview chances

Create a job specific, tailored resume for higher success rate.

Job summary

A prestigious multi-platform Hedge Fund seeks a Systematic Macro Quantitative Researcher for their newly created team in London. This role involves developing quantitative models across global macro markets, collaborating with experts to enhance trading strategies. A Ph.D. or Master's in a quantitative field is required, alongside proficiency in Python, R, and advanced data analysis skills.

Qualifications

  • Strong academic background in a quantitative discipline.
  • 3-5 years’ experience in a high-performance trading environment.
  • Proficiency in statistical analysis and econometrics.

Responsibilities

  • Conduct rigorous quantitative research to identify market inefficiencies.
  • Analyze large datasets to extract predictive signals.
  • Collaborate to implement models and strategies in live trading.

Skills

Python
R
Statistical analysis
Data analysis
Machine learning

Education

Ph.D. or Master's in Economics, Finance, Mathematics, Statistics, or Computer Science

Job description

Social network you want to login/join with:

Systematic Macro Quantitative Researcher, london (city of london)

col-narrow-left

Client:
Location:

london (city of london), United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

3

Posted:

28.06.2025

Expiry Date:

12.08.2025

col-wide

Job Description:

Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro Quant Researcher to join a newly created team within their business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro markets and asset classes. You will work closely with world-class researchers, portfolio managers, and technologists to identify and capitalize on inefficiencies in a wide range of asset classes, including equity indexes, fixed income, rates, commodities and FX. You will also help to systematise processes across teams, and build out the systematic infrastructure within the business.

Key Responsibilities:

  • Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and forecast asset prices.
  • Data Analysis & Signal Generation: Analyse large and complex datasets, including macroeconomic indicators, market prices, and alternative data sources, to extract predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models.
  • Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions.
  • Risk Management: Work closely with risk management teams to assess and manage the risks associated with trading strategies. Develop risk models that account for various market scenarios and stress conditions.

Requirements:

  • Strong academic background: Ph.D. or Master's degree in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related field.
  • Strong programming skills in Python, R, or a similar language, and the ability to write clean code.
  • Experience with statistical analysis, econometrics, and machine learning techniques.
  • Proficiency in working with large datasets and data analysis tools.
  • Familiarity with financial markets and economic theory.
  • Proven track record of developing and implementing successful quantitative trading strategies, preferably within a global macro context.
  • 3-5 years’ experience in a high-performance trading environment, such as a hedge fund, proprietary trading firm, or investment bank.

Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.

Get your free, confidential resume review.
or drag and drop a PDF, DOC, DOCX, ODT, or PAGES file up to 5MB.

Similar jobs

Senior HFT Quantitative Trader/Researcher - Digital Assets (EU Remote)

Keyrock

City Of London null

Remote

Remote

GBP 70.000 - 100.000

Full time

6 days ago
Be an early applicant

Senior Quantitative Researcher/ Sub-PM

JR United Kingdom

City Of London null

On-site

On-site

GBP 90.000 - 130.000

Full time

2 days ago
Be an early applicant

Cross-Asset Quantitative Researcher

Barclays Business Banking

London null

On-site

On-site

GBP 60.000 - 90.000

Full time

Today
Be an early applicant

Quantitative Researcher – Crypto

JR United Kingdom

City Of London null

Hybrid

Hybrid

GBP 60.000 - 85.000

Full time

Yesterday
Be an early applicant

WQBRAIN Researcher

WorldQuant

London null

Remote

Remote

GBP 40.000 - 70.000

Full time

13 days ago

Quantitative Researcher

Anson McCade

London null

On-site

On-site

GBP 50.000 - 70.000

Full time

4 days ago
Be an early applicant

NLP/LLM Systematic Quantitative Researcher

JR United Kingdom

City Of London null

On-site

On-site

GBP 50.000 - 80.000

Full time

2 days ago
Be an early applicant

Senior Equity Quantitative Researcher

Deutsche Bank

London null

Hybrid

Hybrid

GBP 70.000 - 120.000

Full time

2 days ago
Be an early applicant

Quantitative Researcher - Systematic Rates

JR United Kingdom

City Of London null

On-site

On-site

GBP 50.000 - 90.000

Full time

11 days ago