Systematic Macro Researcher at Technology-Driven Hedge Fund

JR United Kingdom; Slough; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading technology-driven hedge fund in Slough seeks a Quantitative Researcher to implement systematic strategies across global macro asset classes. The role requires strong programming skills in Python, experience in quantitative research, and an academic background in quantitative disciplines. This position offers the opportunity to work closely with portfolio managers and developers, focusing on innovative data-driven solutions and automation.

Qualifications

• 2-6 years in a quantitative research role.
• Exposure to macro asset classes like FX and commodities.
• Experience 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

Programming in Python

Statistical modeling

Backtesting frameworks

Quantitative analysis

Education

BS/MS/PhD in Mathematics, Physics, Computer Science, or Engineering

Job description

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Systematic Macro Researcher at Technology-Driven Hedge Fund, slough

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Client:

Location:

slough, 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