AAA Global
Quantitative Researcher
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Quantitative Researcher – Systematic Futures / FX
Location: London preferred
Team: London-based systematic investment team
The Opportunity
A London-based systematic investment team is looking to hire a Quantitative Researcher focused on systematic futures and foreign exchange strategies.
The successful candidate will work closely with senior portfolio managers and researchers to develop, test and implement systematic trading strategies across global futures and FX markets. The role offers substantial ownership of the research process, access to institutional-grade data and infrastructure, and the opportunity to contribute directly to live portfolio performance.
The team is interested in researchers with experience across systematic macro, trend-following, alternative markets, relative-value, carry, momentum, mean-reversion or other medium-frequency trading strategies.
Key Responsibilities
- Research and develop systematic trading signals across global futures and FX markets.
- Identify new sources of alpha using market, macroeconomic, positioning, flow and alternative datasets.
- Build robust research frameworks for signal testing, portfolio construction and risk management.
- Conduct rigorous backtesting, validation and stress testing to assess strategy robustness.
- Analyse signal decay, transaction costs, capacity, market impact and implementation constraints.
- Improve existing strategies through better signal construction, feature engineering and portfolio optimisation.
- Work closely with portfolio managers, traders and quantitative developers to move research into production.
- Monitor live strategy performance and investigate differences between expected and realised results.
- Contribute to the development of the team’s research tools, datasets and trading infrastructure.
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Candidate Profile
- Strong academic background in mathematics, statistics, physics, engineering, computer science, econometrics or another highly quantitative discipline.
- Professional experience conducting quantitative research within a hedge fund, proprietary trading firm, asset manager or investment bank.
- Demonstrable experience researching systematic strategies across futures, FX or broader macro markets.
- Strong understanding of statistical modelling, time-series analysis, portfolio construction and risk management.
- Proficiency in Python and experience working with large financial datasets.
- Ability to design clean and reproducible research processes.
- Strong understanding of backtesting methodology and the risks of overfitting, look-ahead bias and data mining.
- Commercial mindset and a clear understanding of how research translates into portfolio returns.
- Effective communication skills and the ability to work closely with researchers, engineers and investment professionals.
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Desirable Experience
- Experience researching medium-frequency or lower-frequency systematic strategies.
- Knowledge of global commodity, equity-index, fixed-income and currency futures.
- Experience with cross-sectional and time-series signal construction.
- Familiarity with machine learning techniques applied to financial markets.
- Experience with portfolio optimisation, volatility targeting and dynamic risk allocation.
- Exposure to systematic macro, CTA, managed futures or multi-asset strategies.
- A track record of developing signals or strategies that have been deployed into live trading.
What the Team Offers
- Direct interaction with experienced systematic portfolio managers.
- Significant responsibility and research ownership.
- Access to high-quality data, technology and execution infrastructure.
- The opportunity to develop strategies across a broad global futures and FX universe.
- A collaborative, performance-oriented environment with strong institutional resources.
- Highly competitive compensation linked to experience and contribution.
If you are interested in this opportunity, please email a copy of your CV to steven@aaaglobal.co.uk.
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