Tempest Vane Partners
Quantitative Researcher - Macro Systematic Trading - Hedge Fund
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The Client
My client is a highly successful hedge fund business headquartered in London. Their investment platform spans multiple global markets and strategies, with a particular focus on systematic and quantitative Macro trading.
They are looking for a Quantitative Researcher with deep experience in Systematic Macro to join an established and high-performing research team. The successful candidate will be responsible for generating original research, developing new alpha signals and building systematic trading strategies across global Macro markets.
What You'll Get
- An opportunity to join one of the most successful and sophisticated hedge funds in the world.
- The opportunity to work alongside a highly talented team of Quantitative Researchers, Portfolio Managers and Engineers in a genuinely research-driven environment with significant scope to develop original ideas and have a direct impact on investment performance.
- Exposure to a broad range of global Macro markets, including Rates, FX, Commodities and Equity Indices.
- Excellent career progression opportunities within a large and growing systematic investment platform.
- A market-leading compensation package including a highly competitive basic salary and substantial performance-related bonus (guaranteed in first year), and a comprehensive benefits package.
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What You'll Do
- Conduct original quantitative research to identify and develop new systematic Macro trading strategies and alpha signals; translating research ideas into robust, scalable trading strategies suitable for live deployment.
- Continuously improve existing strategies through new signals, datasets, modelling techniques and research approaches.
- Analyse large and complex datasets to identify persistent patterns, market inefficiencies and sources of systematic return.
- Develop, back-test and validate quantitative models using statistical, econometric and machine learning techniques.
- Work closely with Portfolio Managers, Quantitative Researchers and Software Engineers throughout the research and implementation process.
- Maintain a strong awareness of academic research and developments across quantitative finance, systematic investing and global Macro markets.
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What You'll Need
- A Masters or PhD from a top-tier university in a STEM discipline.
- Strong experience in Systematic Macro trading, ideally across multiple asset classes such as Rates, FX, Commodities or Equity Indices.
- A proven track record of original research, trade idea generation and systematic strategy development.
- Extensive experience with statistical modelling, back-testing, simulation and quantitative research techniques.
- Experience working with large, complex datasets and extracting meaningful predictive signals.
- Strong programming skills in Python, with C++ or another programming language advantageous.
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