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A leading international hedge fund is seeking a Systematic Macro Quantitative Researcher to develop and implement advanced quantitative models across global macro markets. The role requires robust research skills, programming proficiency, and a strong academic background in quantitative disciplines, contributing to the firm's trading strategies.
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london, United Kingdom
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Yes
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24.06.2025
08.08.2025
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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:
Requirements:
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.