Systematic Cross-Asset Global Macro/Futures Researcher – Hedge Fund (London)

Systematic Cross-Asset Global Macro/Futures Researcher – Hedge Fund (London)

A leading hedge fund in London is seeking a talented Systematic Researcher to join their growing team. Following the success of a recent hire, the firm is looking to expand its resources in systematic strategy research, with a focus on medium-term, cross-asset technical and macro perspectives.

Key Responsibilities

• Conduct systematic strategy research, focusing on cross-asset global macro and futures markets.
• Develop medium-term technical and macroeconomic models to inform investment strategies.
• Collaborate with portfolio managers and researchers to refine and implement innovative trading strategies.
• Analyze large datasets and create tools to optimize strategy development.

Candidate Profile

• Education: At least an MSc in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Finance, or Computer Science). A PhD is preferred but not required.
• Experience: 2–5 years of hands-on experience in systematic strategy research.
  • Buy-side experience is preferred (e.g., hedge funds, asset management firms).
  • Sell-side Quantitative Investment Strategies (QIS) experience will also be considered.
• Skill Set:
• Strong technical and programming skills (e.g., Python, R, or MATLAB).
• Expertise in cross-asset markets, futures trading, and macroeconomic modeling.
• A solid understanding of medium-term trading strategies and technical analysis.

Why Join?

• Growth Opportunity: Work within a high-performing team in a collaborative and innovative environment.
• Impact: Contribute directly to the firm’s systematic research initiatives, influencing global macro trading strategies.
• Learning: Engage with cutting-edge research and gain exposure to world-class investment processes.

Apply to quantresearch@octaviusfinance.com