Quantitative Researcher - Macro in London

We're hiring 2 Macro Intraday Quantitative Researchers to join a newly expanded research team at a leading systematic macro hedge fund. You'll work directly with a proven macro senior PM who's building out his strategy from the ground up, with significant capital allocation and autonomy over signal development.
This is an intraday to short-term role (hours to days holding periods) focused on cross-asset futures across FX, rates, commodities, and equity index futures. You'll own the full research cycle: signal generation, backtesting, live monitoring, and iteration based on market feedback.
Responsibilities of the role:
Develop and backtest linear statistical models for macro directional forecasting, term structure analysis, mean reversion, and relative value signals
Engineer features from macro time-series data (rates, FX, commodity prices, volatility surface) and validate signal robustness using walk-forward analysis
Collaborate with the PM on signal prioritization and portfolio construction; monitor live trading and diagnose signal degradation
Document methodology and maintain rigorous signal backtesting infrastructure; iterate based on live performance
Partner with execution and risk teams to optimize order flow and manage portfolio drawdowns
Requirements of the role:
3-8 years of experience building systematic trading strategies at a macro hedge fund, CTA, or systematic asset manager
Strong foundation in statistical modeling (OLS, GLM, time-series analysis, state-space models) and proven ability to hand-fit and validate signals
Proficiency in Python, C++, or equivalent for production research code
Domain knowledge in macro (FX, rates, commodities, or volatility) or strong quantitative background with ability to pick up domain quickly
Experience with backtesting frameworks and walk-forward validation methodologiesComfort working in a research-driven, hypothesis-testing environment with genuine intellectual curiosity
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