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- Tasks: Join a dynamic team to design and implement systematic trading strategies.
- Company: A boutique hedge fund in London focused on global macro trading.
- Benefits: Collaborative environment, innovative projects, and potential for impactful contributions.
- Why this job: Be part of a high-performing team where your work directly influences portfolio success.
- Qualifications: Strong quantitative background; experience in systematic macro strategies and programming skills required.
- Other info: Opportunity to work with advanced techniques and diverse datasets.
The predicted salary is between 43200 - 72000 £ per year.
We are working with a boutique hedge fund in London that is expanding its systematic macro team. They are looking for a Portfolio Manager with a proven track record in systematic macro research or trading, particularly across futures and FX markets. This is a unique opportunity to join a high-performing team where your research and strategies will directly impact portfolio construction and returns.
The Opportunity:
- Join a systematic global macro fund focused on trading across major asset classes using futures and FX.
- Play a key role in the research and implementation of high-conviction, alpha-generating trading strategies.
- Contribute to the continued innovation and refinement of the team’s trading models using advanced quantitative techniques.
- Collaborate closely with other researchers and developers in a flat, intellectually rigorous environment.
- Take strategies from concept to live execution and performance monitoring.
Key Responsibilities:
- Design, research, and deploy systematic strategies across global macro asset classes with a focus on short- to medium-term trading horizons.
- Use statistical, econometric, or machine learning methods to identify persistent inefficiencies and develop predictive signals.
- Backtest and validate strategies on large and diverse datasets, ensuring robustness, scalability, and risk control.
- Continuously monitor and optimise existing models in response to evolving market dynamics.
- Work closely with engineering teams to integrate models into the live trading infrastructure.
Candidate Requirements:
- A strong academic background in a quantitative discipline such as Finance, Mathematics, Computer Science, Engineering, or Physics.
- Proven track record in developing and implementing successful systematic macro strategies.
- Fluency in programming languages such as Python; experience with SQL and/or C# is advantageous.
- Familiarity with short-term or intraday models is a plus.
- Must have the right to work in the UK.
If this opportunity aligns with your experience and interests, please send your CV in WORD format.
Researchers employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Researchers
✨Tip Number 1
Network with professionals in the hedge fund industry, especially those involved in systematic macro trading. Attend relevant conferences or webinars to meet potential colleagues and learn about the latest trends in the field.
✨Tip Number 2
Showcase your quantitative skills by engaging in projects that involve statistical analysis or machine learning. Consider contributing to open-source projects or creating your own models to demonstrate your expertise in Python and other relevant programming languages.
✨Tip Number 3
Stay updated on market trends and economic indicators that affect futures and FX markets. This knowledge will not only help you in interviews but also allow you to discuss how your research can contribute to the fund's strategies.
✨Tip Number 4
Prepare for technical interviews by practising coding challenges and algorithm questions related to finance. Familiarise yourself with backtesting frameworks and be ready to discuss your past experiences in developing and implementing trading strategies.
We think you need these skills to ace Researchers
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in systematic macro research or trading, particularly in futures and FX markets. Use specific examples of successful strategies you've developed or implemented.
Showcase Your Skills: Emphasise your quantitative skills and programming proficiency, especially in Python. Mention any experience with SQL or C#, as these are advantageous for the role.
Highlight Relevant Experience: Detail your academic background in a quantitative discipline and any relevant work experience. Include projects where you used statistical, econometric, or machine learning methods to develop predictive signals.
Craft a Compelling Cover Letter: Write a cover letter that explains why you're a great fit for the role. Discuss your passion for systematic macro strategies and how you can contribute to the team's success in a high-performing environment.
How to prepare for a job interview at Octavius Finance
✨Showcase Your Quantitative Skills
Make sure to highlight your academic background and any relevant experience in quantitative disciplines. Be prepared to discuss specific projects or strategies you've developed, especially those involving statistical or machine learning methods.
✨Demonstrate Your Knowledge of Systematic Macro Strategies
Familiarise yourself with the latest trends and techniques in systematic macro trading. Be ready to discuss how you've successfully implemented strategies in the past and how you can contribute to the team's innovation.
✨Prepare for Technical Questions
Expect technical questions related to programming languages like Python, SQL, or C#. Brush up on your coding skills and be ready to solve problems on the spot, as this will demonstrate your proficiency and ability to integrate models into live trading.
✨Emphasise Collaboration and Communication
Since the role involves working closely with other researchers and developers, be prepared to discuss your experience in collaborative environments. Highlight examples where you've effectively communicated complex ideas or worked as part of a team to achieve a common goal.
