Quantitative Analyst – Systematic Macro, Global Asset Manager

Location London

Compensation Competitive

Our client is a global asset manager with a systematic macro platform across rates, FX and commodities. They seek a Quantitative Analyst to drive alpha research, model innovation and research infrastructure, blending signal discovery, model development and collaboration with investment teams.

• Develop and calibrate quantitative macro models spanning rates, FX and commodities
• Identify, test and incorporate new signals and alternative datasets into systematic frameworks
• Track model-driven trade ideas and circulate insights promptly to investment stakeholders
• Produce rigorous research notes and presentations on standalone projects and thematic macro views
• Design, extend and support the team’s research infrastructure and shared codebase
• Enhance dissemination and visualisation of model outputs and performance
• Enforce sound engineering standards: version control, documentation and testing
• Present findings and model behaviour to Portfolio Managers, Strategists and Trading
• Collaborate across assets and time zones; help position the quant function internally and externally
• Participate in selected client interactions and research briefings

• Degree (BSc/MSc) in a quantitative discipline with strong statistics, econometrics and mathematical methods
• Hands-on experience building systematic investment models in macro or multi-asset settings
• Advanced Python (pandas, Num Py); SQL and Git exposure advantageous
• Proficient with Excel; familiarity with Bloomberg or similar market data terminals preferred
• Skilled at handling and interrogating large-scale financial datasets
• CFA or comparable market-facing qualification is a plus
• Clear communicator able to translate quantitative concepts to varied audiences
• Team-focused, effective working with investment and technology counterparts