Description

A leading pod in London is looking to expand its research team with Semi-Systematic Quant Researchers focused on Fixed Income and Macro strategies . This is an opportunity to work at the intersection of discretionary and systematic investing, building innovative models and tools to support a world-class investment platform.

What we're looking for:

• Minimum 5 years' experience in a top-tier hedge fund, bank, or asset manager.
• Strong background in fixed income and macro markets , with a clear understanding of alpha drivers.
• Proficiency in coding and data analysis (Python preferred; C++/R/Matlab a plus).
• Experience developing semi-systematic or quant-driven models to support trading decisions.
• Ability to collaborate closely with PMs and discretionary researchers in a fast-paced environment.

What we offer:

• Exposure to both systematic and discretionary strategies within a well-resourced pod.
• Significant opportunity to influence research direction and strategy development.
• Competitive compensation and the backing of a leading global platform.

If you are a quant researcher with a passion for macro and fixed income , and the coding skills to transform data into insights, we'd like to hear from you.