Cross Asset Macro Quantitative Researcher
Join the firm's central team to research, build, and deploy systematic macro strategies across liquid rates, FX, equity index, and commodity futures. This is a full-stack, builder role, taking ideas from raw data all the way through to live trading.
Core Responsibilities
- Lead quantitative research and new strategy development, including specification, prototyping, backtesting, and deployment of macro and cross-asset signals into the team's production environment.
- Design and implement new research and data infrastructure for the group.
- Work with central technology and data teams to onboard and handle data for alpha generation.
- Partner with the PM to translate and distil views and investment themes into systematic signals suitable for deployment.
Required Qualifications
- Strong development and research skills in Python; with demonstrated ability to build research/data infrastructure.
- 2–6 years of experience in macro or multi-asset systematic research or portfolio management, ideally in a self-sufficient pod environment.
- Proven end-to-end ownership requirements gathering, design, implementation, testing, deployment, and iteration.
This is an ideal role for candidates seeking a startup-like, greenfield builder role with full stack ownership, and a path to potentially develop into a risk taker.
