Quantitative Researcher

Macro Quantitative Researcher, Portfolio Construction

One of our clients, a tier-1 systematic hedge fund with a highly collaborative culture, is expanding its macro business and is looking to add a quantitative researcher to its portfolio construction team. The team trades global markets and manages significant risk capital, and this role sits at the centre of how that capital is allocated and risk-managed.

What you'll do

• Design and build portfolio construction and risk management frameworks, drawing on statistics, data science, macroeconomics and software engineering.
• Develop investment models and help shape the team's understanding of market behaviour through rigorous, evidence-based research.
• Monitor portfolios for emerging risks and manage exposure through periods of unexpected volatility.

Who you are

• Bachelor's, Master's or PhD in a STEM discipline such as statistics, mathematics, physics, engineering or computer science.
• 2 to 6 years of experience in a quantitative role, whether at a bank, asset manager, or hedge fund.
• Systematic experience across any part of FICC, ideally fixed income (including credit and MBS), though FX and commodities are also very welcome. Vol experience is a plus.
• Portfolio construction experience is essential, and signal generation experience is a strong plus.
• Strong programming skills in Python. This is essential.
• An independent, creative thinker who can communicate complex ideas clearly.

For those on the sell side, this is a chance to move to the buy side and join a growing macro business at one of the industry's most respected systematic firms, with real ownership over how the portfolio is built and managed.