Futures Macro Quant Researcher/ London / $ Base + Bonus
Core
Managing the full research lifecycle for systematic macro strategies, including methodology, data analysis, backtesting, and portfolio optimization.
Role type
Quantitative researcher (systematic macro)
Builds
Systematic macro trading strategies and portfolio optimization solutions
Domain
Financial markets (futures, fixed income, FX) and quantitative research
Deliverable
production ML models
Required skills
Python, systematic macro strategy research, backtesting, portfolio optimization, data analysis, futures markets knowledge (equity index, commodity, fixed income, FX)
Preferred skills
None stated
Technologies
Python
Responsibilities
Managing research process (methodology, data collection, prototyping, backtesting, monitoring), improving existing strategies, evaluating new datasets for alpha potential, contributing to research and trading infrastructure
Seniority
Mid-level, hands-on IC
