Systematic Macro Researcher at Technology-Driven Hedge Fund

Mondrian Delta; London; On-site; USD 100,000 - 250,000; Full time

Job summary

A leading technology-driven hedge fund seeks a Quantitative Researcher to develop systematic trading strategies across global macro asset classes. This role offers competitive compensation commensurate with skills and experience and focuses on leveraging data-driven solutions in a collaborative environment. Candidates should have a strong quantitative background and a minimum of 2 years of relevant experience, with opportunities in various global locations.

Qualifications

• 2-6 years in a quantitative research role, ideally in macro or multi-asset systematic trading.
• Strong programming skills in Python required, C++/Java a plus.
• Exposure to macro asset classes and experience working with futures or swaps preferred.

Responsibilities

• Research, design, and backtest systematic macro trading strategies.
• Develop and evaluate predictive signals using various datasets.
• Monitor live strategy performance and improve signal robustness.

Skills

Python

Statistical modeling

Backtesting frameworks

Education

BS/MS/PhD in Mathematics

BS/MS/PhD in Physics

BS/MS/PhD in Computer Science

BS/MS/PhD in Engineering

Job description

Systematic Macro Researcher at Technology-Driven Hedge Fund

This range is provided by Mondrian Delta. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$100,000.00/yr - $250,000.00/yr

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

Seniority level

• Seniority level

  Associate

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research and Analyst

• Industries

  Research Services and Investment Management

Referrals increase your chances of interviewing at Mondrian Delta by 2x

Get notified about new Quantitative Research Specialist jobs in London Area, United Kingdom.

London, England, United Kingdom 10 months ago

London, England, United Kingdom 1 week ago

Quantitative Research Analyst - eTrading

London, England, United Kingdom 1 month ago

London, England, United Kingdom 10 months ago

Quantitative Researcher at one of the most well-paid multi-strat Quant firms

Greater London, England, United Kingdom 1 day ago

London, England, United Kingdom 2 weeks ago

Quantitative Researcher for Systematic Strategies (London)

London, England, United Kingdom 2 days ago

Quantitative Researcher - Machine Learning

Quantitative Researcher – Vol Mid Frequency

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.