Senior Macro/Futures Quant Researcher/PM
Listed on 2026-01-05
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Finance & Banking
Data Scientist, Financial Consultant
Consultant – Quantitative Research and Trading
A prestigious, global, macro hedge fund with +$15Bn AuM is looking for senior quantitative researchers to grow their London office.
The fund is looking for candidates with experience deploying mid-frequency systematic macro strategies with strong Sharpe ratios. They are especially interested in candidates with experience in futures and FX strategies.
The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. They are highly collaborative and keen to provide a platform for senior quantitative researchers/sub-PMs who are looking to scale their strategies.
Responsibilities- Developing systematic macro strategies, with responsibility from idea generation to backtesting.
- Contributing to the research and trading pipeline, including Risk and Factor Modelling.
- Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.
- 5+ years' experience with macro strategies, specifically experience wih FX and futures.
- Demonstrated ability to harness large datasets to find alpha signals.
- Capacity to excel in a fast-paced environment.
- Strong coding skills in at least one of the following programming languages:
Python, R, Matlab, and /or C++, C#.
If interested, please apply via the link. Due to high volume of applications, additional time may be needed for suitable applicants to receive a response.
Seniority level- Mid-Senior level
- Full-time
- Finance
- Financial Services and Funds and Trusts
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