Quantitative Researcher – Systematic Global Macro – London

Octavius Finance is partnering exclusively with the London office of a leading global hedge fund seeking to hire an experienced Quantitative Researcher to work alongside a Systematic Global Macro Portfolio Manager. This role offers the opportunity to conduct end-to-end research and development of systematic global macro signals and strategies within a cross-asset, medium-frequency trading framework.

The focus is on fixed income and credit markets, while also providing broad exposure across rates, FX, equities, and commodities.

The successful candidate will work closely with an established Systematic Global Macro PM and join a highly collaborative and intellectually rigorous investment team, contributing across the full strategy development lifecycle from idea generation through to implementation and portfolio deployment.

The team combines the resources and stability of a large, established platform with the agility and autonomy of a lean investment group, enabling researchers to have a direct impact on investment outcomes and the evolution of the investment process.

The firm has experienced sustained growth in recent years and continues to invest in expanding its systematic capabilities. The environment is well suited to individuals who enjoy working within a flat structure, taking ownership of research initiatives, and contributing across multiple areas of the investment process rather than operating within a narrowly defined remit.

Responsibilities

• • Research, develop, and enhance systematic macro and quantitative credit signals and trading strategies across rates, credit, FX, equities, commodities, and broader cross-asset markets

  • Own the full research lifecycle, including idea generation, data analysis, hypothesis testing, backtesting, implementation, and performance monitoring

  • Work directly with the Systematic Global Macro PM to research, evaluate, and implement alpha signals and portfolio construction enhancements across the strategy

  • Contribute directly to the design, refinement, and evolution of systematic investment strategies

  • Analyse traditional and alternative datasets to identify and validate new sources of alpha

  • Help enhance research infrastructure, modelling frameworks, and quantitative processes

  • Develop clean, scalable, and production-quality Python code

Requirements

• • MSc or PhD in a quantitative discipline from a leading university

  • 3+ years of experience researching and developing systematic trading signals or investment strategies within macro, fixed income, credit, or cross-asset markets

  • Strong Python programming skills and experience building robust research frameworks

  • Demonstrated interest in systematic macro investing and quantitative credit strategies

  • Strong analytical and problem-solving abilities, with a research-driven mindset

  • Collaborative approach and the ability to work effectively within a team-oriented environment

  • Intellectual curiosity, creativity, and a passion for alpha generation

The firm is open to candidates from both buy-side and selected sell-side backgrounds, including quantitative research, quantitative strategy, QIS, and desk strat teams. Individuals with experience in adjacent areas, such as systematic intraday trading or single-name credit strategies, are also encouraged to apply.

To apply, please submit a copy of your word CV to quantresearch@octaviusfinance.com