Quantitative Researcher - Rates Systematic Trading - Quant Hedge Fund

The Client My client is a highly successful, rapidly expanding quantitative hedge fund business whose investment platform spans multiple global markets and strategies. They are looking for a Quantitative Researcher with deep experience in Systematic Macro, and specifically Rates, to join a growing, 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 fastest growing and exciting quant 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. 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, other 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. What You'll Need
• A Masters or PhD from a top-tier university in a STEM discipline.
• 3 years plus experience in Systematic Macro trading, with strong Rates knowledge.
• 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.