Octavius Finance
Quantitative Researcher – Cross Asset Global Macro
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Quantitative Researcher – Cross Asset Global Macro
×– Quantitative Researcher (Systematic Macro) ×–
About the Role
Octavius Finance is partnering with a fast-growing, London-led hedge fund to expand its systematic investment capability. This hedge fund balances institutional scale with an entrepreneurial, collaborative, and investment-focused culture.
We’re seeking a Quantitative Researcher to join a developing systematic macro platform with a clear rate and fixed-income strategy—this is not a generic CTA seat or purely a quantitative credit role. Instead, it’s a role focused on systematic macro research at a scaled hedge fund platform, where you’ll collaborate closely with an experienced Portfolio Manager and help shape the research framework from its early stages.
Successful candidates will play a key role across the full research lifecycle: from idea generation and signal research to backtesting, implementation, and live investment integration. The remit offers significant ownership, direct investment decision exposure, and a chance to contribute to building a systematic macro platform in a high-performance hedge fund environment.
Key Responsibilities
The role involves the following core areas:
- Signal Development & Model Research
- Research, develop, and enhance systematic macro signals across rates, fixed income, credit, and broader cross-asset markets.
- Design, test, and implement medium-frequency systematic strategies.
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Idea Generation & Alpha Analysis
- Generate new research ideas to evaluate alpha opportunities across liquid macro markets.
- Identify predictive investment signals—both traditional and alternative datasets.
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Strategy Pipeline & Transition to Live Markets
- Collaborate directly with the Portfolio Manager to transition strategies from research to live investment.
- Backtest, validate, and perform rigorous performance analysis of quantitative models.
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Infrastructure & Research Scalability
- Contribute to developing research infrastructure, modelling frameworks, and systematic processes.
- Write clean, scalable, production-quality Python code.
Requirements
Minimum Qualifications
- 3+ years’ experience in researching systematic investment strategies, quantitative trading signals, or macro quantitative investment strategies (QIS).
- Strong background in rates, FX, futures, fixed income, or cross-asset macro markets.
- Preferred experience: systematic fixed-income or systematic credit roles.
- Advanced degree (MSc or PhD) in a quantitative discipline from a top-ranking university ideal.
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Technical Expertise
- Python programming proficiency and experience building quantitative research frameworks.
- Strong analytical skills, statistical reasoning, and research discipline.
Soft Skills & Mindset
- Ability to take full ownership of projects from idea generation to implementation.
- Collaborative mindset with the ability to work closely with investment professionals in a high-performing environment.
- Genuine passion for systematic investing, macro markets, and alpha generation.
Why Join?
- Growth Opportunity: Join a hedge fund at a critical stage of expansion, with more ownership and influence than at larger, more bureaucratic platforms.
- Real Exposure: Work directly with investment decisions and shape a developing investment franchise.
- Platform-Ready: Experience involves research within an authentic hedge fund, intersecting research with live trading.
Application Details
- Joiner Timeline: Candidates must be available within six months.
- Note: We regret that candidates with a combined notice period and non-compete exceeding six months will not be considered to move forward.
- Submissions: Please send your CV (one PDF) to quantresearch@octaviusfinance.com.
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