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For Companies At a Glance
- Tasks: Join a dynamic team to research and implement innovative trading strategies.
- Company: A boutique hedge fund in London focused on systematic macro trading.
- Benefits: Collaborative environment, impact on portfolio returns, and opportunities for innovation.
- Why this job: Make a real difference in trading strategies while working with top talent.
- Qualifications: Strong quantitative background; experience in systematic macro strategies and programming skills required.
- Other info: Must have the right to work in the UK.
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.
Researcher (f/m/d) employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Researcher (f/m/d)
✨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
Familiarise yourself with the specific programming languages mentioned in the job description, particularly Python. Consider working on personal projects or contributing to open-source projects that showcase your skills in developing systematic strategies.
✨Tip Number 3
Stay updated on market trends and economic indicators that influence futures and FX markets. This knowledge will not only help you in interviews but also demonstrate your genuine interest in the role and the industry.
✨Tip Number 4
Prepare to discuss your previous experiences in developing and implementing systematic macro strategies. Be ready to share specific examples of how your research has led to successful outcomes, as this will highlight your suitability for the role.
We think you need these skills to ace Researcher (f/m/d)
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 Quantitative Skills: Emphasise your strong academic background in quantitative disciplines. Include any relevant coursework or projects that demonstrate your proficiency in statistical, econometric, or machine learning methods.
Programming Proficiency: Clearly outline your programming skills, especially in Python. If you have experience with SQL or C#, mention it as an advantage. Consider including a brief project or example where you applied these skills.
Express Your Interest: In your cover letter, express why you are excited about the opportunity to work with a boutique hedge fund and how your skills align with their focus on systematic global macro trading. Be specific about what you can bring to the team.
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 research. Be ready to discuss how you have successfully implemented trading strategies in the past, particularly in futures and FX markets.
✨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 or explain your thought process during the interview.
✨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 instances where you contributed to team projects or communicated complex ideas effectively.
