Qenexus is expanding its research team in the United Kingdom to hire two Macro Intraday Quantitative Researchers. You will own the full research cycle—from signal generation to backtesting, live monitoring, and iteration—working with a senior PM who manages capital allocation.
The role focuses on cross-asset futures (FX, rates, commodities, equity index futures) with hours-to-days holding periods; requires expert modeling, strong Python/C++, and hands-on backtesting experience.
#J-18808-Ljbffr
Intraday Macro Quant Researcher employer: Qenexus
At Qenexus, we pride ourselves on fostering a dynamic and innovative work culture that empowers our employees to excel in their roles. As a Quantitative Volatility Trader in our London office, you will benefit from collaborative teamwork, continuous professional development opportunities, and a commitment to work-life balance, all while being at the forefront of cutting-edge trading strategies in a vibrant financial hub.
