Selby Jennings is seeking an experienced quantitative researcher to join a prestigious London fund. The role focuses on developing systematic macro and futures strategies within a highly technical team, with opportunities to expand client-facing skills.
The ideal candidate will have a strong quantitative background, 3+ years in macro strategies including credit, FX, and futures, and excellent coding skills across Python, R, Matlab, and C/C++.
#J-18808-Ljbffr
Macro Quant Researcher: Futures, FX & Macro Signals in City of London employer: Selby Jennings
Join a leading global platform that offers an exceptional opportunity for growth and development in the real estate M&A sector. With a collaborative and entrepreneurial team culture, you will be exposed to landmark European transactions while enjoying competitive compensation and clear progression pathways. This role not only allows you to enhance your financial modelling and analytical skills but also provides the chance to mentor junior team members, making it a truly rewarding environment for ambitious professionals.
