At a Glance
- Tasks: Research and develop innovative trading strategies across global macro markets.
- Company: Join a leading hedge fund with a collaborative and open culture.
- Benefits: Gain exposure to diverse markets and influence strategy development.
- Other info: Ideal for those who thrive in a flat hierarchy and enjoy teamwork.
- Why this job: Be part of a dynamic team where your ideas can shape investment strategies.
- Qualifications: MSc or PhD in a quantitative field and strong Python skills required.
The predicted salary is between 60000 - 80000 € per year.
Octavius Finance, a specialist quantitative recruitment firm, is currently working on an exclusive mandate with the London office of a global hedge fund seeking to hire an experienced Quant Researcher into its systematic macro trading team. The role will focus on the end-to-end research and development of systematic global macro signals and strategies across a cross-asset medium-frequency trading framework, with a particular emphasis on fixed income and credit markets. This is an excellent opportunity to join a highly collaborative and intellectually curious quantitative investment team with strong visibility across the full research and strategy development process.
The firm has an open and collegiate culture where collaboration and idea sharing are actively encouraged. Despite managing significant AUM, the team itself remains relatively lean, allowing researchers to move quickly from idea generation through to implementation and have genuine influence over the research process and direction of strategies. The business has grown steadily and sustainably over recent years, and this hire forms part of the continued expansion of the platform. The environment would suit someone who enjoys working within a flat hierarchy and wants broad exposure across systematic macro and quantitative credit investing rather than being siloed into a narrow function.
Responsibilities:
- Research and develop systematic macro and quantitative credit trading signals and strategies across rates, credit, FX, equities, commodities, and broader cross-asset markets
- Work on the full research lifecycle including idea generation, data analysis, backtesting, implementation, and ongoing monitoring
- Contribute directly to the design, refinement, and evolution of systematic investment strategies
- Analyse alternative and traditional datasets to identify alpha opportunities
- Contribute to the continuous improvement of research infrastructure and modelling frameworks
- Write clean, structured, and scalable Python code
Requirements:
- MSc or PhD in a quantitative discipline from a leading university
- Minimum 3 years’ experience researching systematic signals and strategies within macro, fixed income, credit, or cross-asset markets
- Strong Python programming skills with the ability to write structured and maintainable code
- Genuine interest in systematic macro and quantitative credit investing
- Collaborative mindset with the ability to work effectively in a team-oriented environment
- Intellectual curiosity and the ability to think creatively around alpha generation
The firm is open to candidates from both buy-side and select sell-side environments, including quantitative strategy, QIS research, or desk strat teams. Candidates with experience in adjacent areas such as intraday systematic trading or single-name credit systematic strategies are also encouraged to apply.
To apply, please contact: quantresearch@octaviusfinance.com
Global Macro Systematic Quant Researcher – London employer: Octavius Finance
Octavius Finance offers an exceptional work environment for a Global Macro Systematic Quant Researcher in London, characterised by a collaborative and intellectually stimulating culture. Employees benefit from a flat hierarchy that fosters quick decision-making and significant influence over research processes, alongside opportunities for professional growth within a steadily expanding global hedge fund. The firm prioritises idea sharing and innovation, making it an attractive choice for those seeking meaningful contributions in the dynamic field of quantitative investing.
StudySmarter Expert Advice🤫
We think this is how you could land Global Macro Systematic Quant Researcher – London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quant research space. Attend industry events, webinars, or even casual meet-ups. The more people you know, the better your chances of landing that dream role.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those involving systematic macro strategies or Python coding. This will give potential employers a taste of what you can bring to the table.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Be ready to discuss your past experiences and how they relate to the role. Practice makes perfect, so consider mock interviews with friends or mentors.
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals who fit the bill. Keep an eye on our job postings and make sure your application stands out!
We think you need these skills to ace Global Macro Systematic Quant Researcher – London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your experience in systematic macro and quantitative credit investing. We want to see how your skills align with the role, so don’t be shy about showcasing relevant projects or achievements!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to express your genuine interest in the role and the firm. Share why you’re excited about the opportunity to work in a collaborative environment and how you can contribute to the team.
Showcase Your Python Skills:Since strong Python programming skills are a must, make sure to highlight any relevant coding projects or experiences. If you’ve written clean, structured code, let us know! We love seeing practical examples of your work.
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application and ensures you don’t miss out on any important updates!
How to prepare for a job interview at Octavius Finance
✨Know Your Quant Basics
Make sure you brush up on your quantitative finance fundamentals. Be prepared to discuss systematic macro strategies and how they apply to fixed income and credit markets. Having a solid grasp of these concepts will show that you're not just familiar with the theory but can also apply it practically.
✨Showcase Your Python Skills
Since strong Python programming skills are a must, be ready to demonstrate your coding abilities. You might be asked to solve a problem or explain your previous projects. Bring examples of clean, structured code you've written, and be prepared to discuss your thought process behind it.
✨Emphasise Collaboration
This role thrives in a collaborative environment, so highlight your teamwork experiences. Share specific examples of how you've worked with others to generate ideas or refine strategies. This will show that you can contribute positively to their open and collegiate culture.
✨Prepare for Data Analysis Questions
Expect questions around data analysis and backtesting. Brush up on your experience with alternative and traditional datasets, and be ready to discuss how you've identified alpha opportunities in the past. This will demonstrate your analytical skills and your ability to think creatively about investment strategies.
