Quant Macro Strategies / London / £ Base Bonus

What You’ll Be Doing: • Generate and explore new alpha ideas grounded in both academic research and real-world market intuition • Design and implement systematic trading signals across macro asset classes, with a focus on short- and medium-horizon models • Work closely with the portfolio manager and trading group on all aspects of strategy design, including signal construction, portfolio optimization, risk frameworks, and execution • Contribute to the continuous development of an internal research platform and infrastructure • Stay ahead of the curve on new technologies, data sources, and academic insights relevant to systematic investing What We’re Looking For: • 4–6 years of experience in a quantitative research role, ideally within a collaborative hedge fund or asset management environment • Demonstrated success developing and deploying alpha signals in futures or FX markets • Strong applied programming skills, preferably in Python (other languages such as R or MATLAB also considered) • Advanced degree (Master’s or PhD) in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, Financial Engineering, or Economics • Independent thinker with a strong analytical mindset and an ability to translate complex ideas into practical solutions • Excellent communication and a team-first mindset Bonus Points For: • Familiarity with macro markets including fixed income, commodities, equity indices, and currencies • Experience working with alternative and large-scale datasets to extract investment-relevant features • Research or professional background in quantitative macro, asset pricing, econometrics, or related fields