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Macro Quant Researcher- Fixed Income Hedge Fund

London
Posted 10 days ago
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Macro Quant Researcher- Fixed Income Hedge Fund

Our client, a global fixed-income hedge fund, are hiring a Macro Quantitative Researcher to support fixed income macro and relative value strategies across global rates, inflation, and volatility markets. The role sits within a collaborative trading platform combining systematic research with discretionary macro insight.

Responsibilities:

Analyze macroeconomic and fixed income markets Research and support macro and relative value trade ideas Assist with portfolio construction, risk monitoring, and trade execution Build and maintain quantitative and analytical tools

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

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Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.

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Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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It searches the market for you

Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.

Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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Strong

Only hits

No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.

Requirements:

A degree in quantitative finance, maths, engineering or a related discipline 2-5 years quantitative or analytical experience- buy-side preferred, but sell-side experience will be considered Exposure to rates, inflation, and/or volatility products Comfortable working with data and contributing investment views Strong Programming skills (e.g. Python)

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Skills

Quantitative Finance
Data Analysis
Portfolio Construction
Risk Monitoring
Trade Execution
Programming
Python
Macroeconomics
Fixed Income
Rates
Inflation
Volatility
Analytical Tools
Research
Discretionary Insight

Location

London, England, United Kingdom

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