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Quantitative Researcher - Systematic Macro: Credit
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Quantitative Researcher
We are partnered with a $50bn+ hedge fund that is looking to add a mid-level Quantitative Researcher to its London-based systematic investment team.
The role sits within a small, highly collaborative and entrepreneurial group focused on developing systematic strategies across credit and macro markets. You will work closely with the Senior Portfolio Manager and have meaningful ownership from the outset, contributing across the entire research and investment process — from developing initial hypotheses and conducting research through to implementation, monitoring and ongoing strategy development.
Previous experience in credit or macro is advantageous but not essential. The team is particularly interested in researchers who combine strong quantitative skills with financial intuition and genuine intellectual curiosity.
Key Responsibilities
- Generate and investigate systematic investment ideas using academic research, market structure knowledge and an understanding of financial markets.
- Develop quantitative signals and systematic strategies, combining statistical techniques with sound economic and market intuition.
- Work with large and diverse datasets, including alternative data, to uncover potentially predictive patterns and relationships.
- Design, backtest and refine quantitative models, working closely with the Portfolio Manager on research validation and portfolio implementation.
- Develop clean, robust and maintainable Python code within a collaborative research environment.
- Communicate research conclusions and findings clearly to the PM and wider investment team, incorporating feedback and iterating efficiently.
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Requirements
- Advanced academic qualification, ideally a Master's or PhD, in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering or Financial Engineering.
- Around 2+ years of relevant quantitative research experience within a buy-side or sell-side environment, with substantial empirical or quantitative work.
- Strong research, statistical and data-analysis capabilities.
- Comfortable working with large, complex and noisy datasets.
- Excellent analytical reasoning alongside strong written and verbal communication skills.
- Ability to understand complex problems quickly and work effectively in a fast-paced investment environment.
- Demonstrated intellectual curiosity and evidence of rigorous independent problem-solving, whether through academic research, competitions, publications or substantial personal projects.
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Desirable Experience
- Exposure to credit, rates or macro markets, including corporate bonds, CDS, rates or futures.
- Strong professional experience using Python for quantitative research.
- Experience working with alternative or non-traditional datasets.
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