Qenexus
Quantitative Researcher - Macro
How your CV stacks up
Upload your CV to see how well it fits this job role
?%
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
Reasons to use Rodeo
Start with a chat, not a search bar
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.
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.
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 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 methodologies
- Comfort working in a research-driven, hypothesis-testing environment with genuine intellectual curiosity
Get help with your application
Your very own career expert that helps elevate your application to the next level.
For more information, apply below or contact our Director, Tom, on tom@qenexus.com
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
Skills
Location