Systematic Macro Researcher at Technology-Driven Hedge Fund

JR United Kingdom; London; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading technology-driven hedge fund in London is seeking a Quantitative Researcher to implement systematic macro trading strategies. The ideal candidate will possess a strong academic background in quantitative disciplines and have 2-6 years of experience in a similar role, with excellent Python programming skills. This role offers a unique opportunity to work in a collaborative environment focused on data-driven solutions and automation.

Qualifications

• 2-6 years in a quantitative research role, ideally in macro trading.
• Exposure to macro asset classes, experience with futures or swaps preferred.

Responsibilities

• Research, design, and backtest systematic macro trading strategies.
• Develop predictive signals using various datasets.
• Monitor live strategy performance and adapt to market regimes.

Skills

Strong programming skills in Python

Backtesting frameworks

Statistical modeling

Predictive signals development

Education

BS/MS/PhD in a quantitative discipline

Job description

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Systematic Macro Researcher at Technology-Driven Hedge Fund, london

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Client:

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

5

Posted:

31.05.2025

Expiry Date:

15.07.2025

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Job Description:

A large, collaborative quantitative hedge fund with a strong focus on novel technology, data driven solutions, and automation is looking to hire a Quantitative Researcher to help research and implement systematic strategies across global macro asset classes, with a focus on MFT alpha generation.

Role Responsibilities

• Research, design, and backtest systematic macro trading strategies across futures, FX, rates, and/or commodities.
• Develop and evaluate predictive signals using various datasets, including macroeconomic, price/volume, and alternative datasets.
• Work with portfolio managers and developers to productionize strategies.
• Monitor live strategy performance, improve signal robustness, and adapt to market regimes.

Candidate Profile

• Academic Background: BS/MS/PhD in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or related fields.
• Experience: 2-6 years in a quantitative research role, ideally in macro or multi-asset systematic trading.
• Technical Skills: Strong programming skills in Python required (C++/Java a plus); experience with backtesting frameworks and statistical modeling.
• Markets Knowledge: Exposure to macro asset classes (e.g., FX, fixed income, equity indices, commodities) and experience working with futures or swaps preferred.

Opportunities available in Hong Kong, Singapore, Dubai, Shanghai, Taiwan, Mumbai and New York