Quant Researcher — Systematic Macro (Futures/FX/ETFs)
Location: Hybrid — London or Geneva
The Mandate
We are partnering with an early-stage, research-led systematic investment platform to place a foundational Quant Researcher for its systematic macro build-out.
This is a 0→1 seat: you will work directly with the founding Partner and CTO to build the research and infrastructure stack underpinning intraday and short-horizon systematic strategies across futures, FX, and ETFs — from data ingestion through signal research tooling to execution and risk integration.
This is not a role for someone who wants to inherit a mature, fully-built stack and specialize narrowly. The research tooling, backtesting architecture, and data pipelines largely do not exist yet — you are building them alongside the strategies that will run on them.
The Hard Questions (What You Will Solve)
- Tick-Data Pipeline Integrity: how do you build and maintain scalable ingestion for live and historical tick/high-frequency futures data across venues, such that the pipeline itself is not the confound when a strategy underperforms?
- Backtest Fidelity for Short-Horizon Signals: how do you architect a backtesting and model-orchestration system rigorous enough to catch look-ahead bias and overfitting in intraday and short-horizon macro signals, before capital is deployed against them?
- Build vs. Buy Under Time Pressure: how do you sequence the transition from third-party vendor systems to fully internalized, proprietary infrastructure without disrupting signal research or live deployment along the way?
The Structural Edge
- Direct Access, No Silos: you report directly to the founding Partner/CTO. There is no tech silo and no bureaucracy standing between a research idea and its implementation.
- Long-Term, Lock-In Capital: the platform is backed by committed, long-horizon capital rather than capital subject to short-term redemption pressure — the research and build timeline is not being distorted by a quarterly clock.
- Full-Stack Ownership From First Principles: you are not handed a narrow mandate inside someone else's architecture. Data acquisition, storage, API development, and execution hooks are yours to shape from the ground up.
Ideal Profile
The Metric
- Experience: 3–7 years in a quant trading environment (prop firm or hedge fund), with experience on intraday futures or low-latency strategies strongly preferred.
- Operating Mode: genuinely comfortable in a lean team with a pragmatic, hands-on approach, evolving requirements, and a direct reporting line — not seeking a large, established team structure.
- Mindset: real interest in building infrastructure and research tooling from scratch, not maintaining or lightly extending a legacy system.
The Tech
- Languages: Python proficiency is essential; exposure to C++, Rust, or Java is a plus.
- Infrastructure: familiarity with AWS or cloud-native data infrastructure and workflow orchestration.
- Scope: comfortable working across the full stack — data acquisition and storage, API development, backtesting/model orchestration, and execution system hooks — rather than a single narrow layer of it.
Compensation & Preferences
- Compensation: Base salary in the region of £90–120k (indicative, flexible for the right profile), plus a performance-linked bonus (profit-sharing or participation in long-term upside possible). Equity or profit-interest participation may be considered for highly aligned profiles.
- Preferences: not a fit for candidates seeking immediate high comp or a large-team environment — this is an early, build-stage seat.
This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location.
At Onyx Alpha Partners, we are committed to connecting the most sought after talent in the financial world, to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.
Quant Researcher — Systematic Macro (Futures/FX/ETFs) in London employer: Onyx Alpha Partners
Onyx Alpha Partners is an exceptional employer, offering a dynamic work environment where innovation and analytical thinking are at the forefront. Located in the UK, we provide our employees with unparalleled growth opportunities, a collaborative culture, and the chance to shape the future of our rates options desk. Join us to be part of a team that values independence, creativity, and professional development.
