Quantitative Researcher – Cross Asset Global Macro
Octavius Finance is exclusively partnering with a fast-growing, London-led hedge fund as it continues to expand its systematic investment capability.
The firm has built meaningful institutional scale while retaining an entrepreneurial, collaborative and investment-led culture.
As part of its continued growth, the firm is looking to hire a Quantitative Researcher to join a developing systematic macro platform with a clear rate and fixed income strategy.
This is not a generic CTA seat, nor is it a pure quant credit role. It is a systematic macro research position within a scaled hedge fund platform, offering the opportunity to work directly with an experienced Portfolio Manager and help shape the research framework from an early stage.
The successful candidate will be involved across the full research lifecycle, from idea generation and signal research through to backtesting, implementation and integration into the live investment process. The role offers significant ownership, direct exposure to investment decisions, and the chance to contribute to the build-out of a systematic macro platform within a high-quality hedge fund environment.
Key Responsibilities
• Research, develop and enhance systematic macro signals across rates, fixed income, credit and broader cross-asset markets
• Design, test and implement medium-frequency systematic investment strategies
• Generate new research ideas and evaluate alpha opportunities across liquid macro markets
• Work directly with the Portfolio Manager to move strategies from research into the live investment process
• Analyse traditional and alternative datasets to identify predictive investment signals
• Conduct rigorous backtesting, validation and performance analysis of quantitative models
• Contribute to the development of research infrastructure, modelling frameworks and systematic processes
• Write clean, scalable and production-quality Python code
Requirements
• 3+ years’ experience researching systematic investment strategies, quantitative trading signals or macro QIS strategies
• Strong background across rates, FX, futures, fixed income or cross-asset macro markets
• Experience in systematic fixed income or systematic credit would be highly advantageous
• MSc or PhD in a quantitative discipline from a leading university preferred
• Strong Python programming skills and experience building robust quantitative research frameworks
• Strong analytical ability, statistical reasoning and research discipline
• Ability to take ownership of research projects from idea generation through to implementation
• Collaborative mindset and the ability to work closely with investment professionals in a high-performing environment
• Genuine interest in systematic investing, macro markets and alpha generation
Additional Information
Relevant backgrounds may include systematic macro research, systematic fixed income research, systematic credit research, quantitative investment strategies, macro QIS or cross-asset quantitative research.
This is an excellent opportunity for a strong quantitative researcher to join a real hedge fund platform at a key stage of growth, with more ownership and influence than is typically available within a larger, more industrialised systematic platform.
Candidates must be available to join within six months. Unfortunately, applicants with a combined notice period and non-compete exceeding six months cannot be considered.
Please note that candidates must be available to join within six months. Unfortunately, applicants with a combined notice period and non-compete exceeding six months cannot be considered.
To apply, please submit a copy of your word CV to: