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Systematic Macro Quantitative Researcher Multi-Strat Hedge Fund - eFinancialCareers

eFinancialCareers·London (South East England)On-siteMid
Salary not stated
Vox Summary
  • Role Focus: Develop and implement quantitative models and strategies across global macro futures markets, excluding commodities.
  • Key Responsibilities: Conduct quantitative research, analyze datasets, generate signals, build models, optimize strategies, and collaborate with tech and trading teams.
  • Requirements: 2-5 years' experience in high-performance trading, advanced degree in a quantitative discipline, programming skills in Python or R, and experience with data analysis.
  • Conditions: Role is advertised anonymously; only highly qualified candidates will be responded to; no specific salary info provided.
Apply on sourceYou are leaving VoxJobs for reed.co.uk — the application is handled directly by the company. reed.co.uk

Job description

Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro Quant Researcher to work with a new Portfolio Manager within their Systematic business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro futures markets (excluding commodities). Key Responsibilities: • Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and forecast asset prices. • Data Analysis & Signal Generation: Analyse large and complex datasets, including macroeconomic indicators, market prices, and alternative data sources, to extract predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models. • Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions. • Risk Management: Work closely with risk management teams to assess and manage the risks associated with trading strategies. Develop risk models that account for various market scenarios and stress conditions. Requirements: • 2-5 years’ experience in a high-performance trading environment, ideally on the buyside. • Experience of developing and implementing successful quantitative trading strategies, preferably within macro futures markets. • Advanced (Ph.D. or Master's) degree from a top-tier institution, in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related field. • Strong programming skills in Python, R, or a similar language, and the ability to write clean code. • Experience with statistical analysis, econometrics, and machine learning techniques. • Proficiency in working with large datasets and data analysis tools. Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.

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Original source
reed.co.uk
Posted
Apr 13, 2026 · true date
Last verified
5 hours ago
Quality score
35/100
Salary stated0
Company identified0
applyUrl0
postedAt15
Complete description20

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