At a Glance
- Tasks: Research and develop innovative trading strategies across global macro and credit markets.
- Company: Dynamic hedge fund with a collaborative and open culture.
- Benefits: Competitive salary, flexible working environment, and opportunities for professional growth.
- Other info: Ideal for those who thrive in a flat hierarchy and enjoy broad exposure.
- Why this job: Join a cutting-edge team and influence the future of systematic investing.
- Qualifications: MSc or PhD in a quantitative field and strong Python skills required.
The predicted salary is between 70000 - 90000 € 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 - Hedge Fund 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 ample opportunities for professional growth within a steadily expanding hedge fund. The firm prioritises idea sharing and innovation, making it an ideal place for those passionate about systematic macro and quantitative investing.
StudySmarter Expert Advice🤫
We think this is how you could land Global Macro Systematic Quant Researcher - London - Hedge Fund
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quant research space. Attend industry events or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your best projects, especially those involving systematic macro strategies or Python coding. This will give potential employers a taste of what you can bring to their team.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Be ready to discuss your past experiences with systematic signals and strategies, and think about how you can contribute to their collaborative culture.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive and engaged in their job search.
We think you need these skills to ace Global Macro Systematic Quant Researcher - London - Hedge Fund
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 research.
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re passionate about this role and how your background makes you a perfect fit. We love seeing genuine enthusiasm for systematic trading and collaboration.
Showcase Your Python Skills:Since strong Python programming skills are a must, consider including examples of your code or projects where you’ve developed systematic strategies. We appreciate clean, structured, and scalable code, so let that shine through!
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for this exciting opportunity. Don’t miss out on joining our collaborative team!
How to prepare for a job interview at Octavius Finance
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative skills, especially in systematic macro and credit strategies. Be ready to discuss your previous research experiences and how they relate to the role. Prepare to explain your thought process behind developing trading signals and strategies.
✨Show Off Your Python Skills
Since strong Python programming skills are a must, be prepared to demonstrate your coding abilities. You might be asked to solve a problem or write a snippet of code during the interview. Practise writing clean and maintainable code beforehand, as this will show your attention to detail.
✨Emphasise Collaboration
This role thrives in a collaborative environment, so highlight your teamwork experiences. Share examples of how you've worked with others to generate ideas or refine strategies. Show that you're not just a lone wolf but someone who values input from colleagues.
✨Be Curious and Creative
Intellectual curiosity is key in this field. Prepare to discuss how you've approached alpha generation creatively in the past. Think about alternative datasets you've analysed and how they led to successful strategies. This will demonstrate your innovative thinking and passion for the industry.
