Global Macro Systematic Quant Researcher – London – Hedge Fund
Octavius Finance is partnering with a leading asset manager to appoint a Senior Research Analyst within its expanding European Manager Research team. The role has a strong fixed income focus within a quantamental investment framework, blending fundamental research with quantitative analysis across manager selection, due diligence, portfolio construction, and ongoing monitoring. The successful individual will play a key role in developing and maintaining a high-conviction buy list spanning rates and credit strategies within a multi-manager / fund-of-funds structure.
Working closely with portfolio managers and fund selection specialists, the successful candidate will help identify, assess, and monitor leading fixed income managers. The role is integral to supporting a disciplined investment process and delivering consistent outcomes for clients.
Key Responsibilities
• Research and develop systematic macro and quantitative credit trading signals and strategies across rates, credit, FX, equities, commodities, and broader cross-asset markets
• Work on the full research lifecycle including idea generation, data analysis, backtesting, implementation, and ongoing monitoring
• Contribute directly to the design, refinement, and evolution of systematic investment strategies
• Analyse alternative and traditional datasets to identify alpha opportunities
• Contribute to the continuous improvement of research infrastructure and modelling frameworks
• Write clean, structured, and scalable Python code
Key Requirements
• MSc or PhD in a quantitative discipline from a leading university
• Minimum 3 years’ experience researching systematic signals and strategies within macro, fixed income, credit, or cross-asset markets
• Strong Python programming skills with the ability to write structured and maintainable code
• Genuine interest in systematic macro and quantitative credit investing
• Collaborative mindset with the ability to work effectively in a team-oriented environment
• Intellectual curiosity and the ability to think creatively around alpha generation
The firm is open to candidates from both buy-side and select sell-side environments, including quantitative strategy, QIS research, or desk strat teams. Candidates with experience in adjacent areas such as intraday systematic trading or single-name credit systematic strategies are also encouraged to apply.
To apply, please contact:
quantresearch@octaviusfinance.com