Responsibilities Develop and calibrate quantitative macro models spanning rates, FX and commodities Identify, test and incorporate new signals and alternative datasets into systematic frameworks Track model-driven trade ideas and circulate insights promptly to investment stakeholders Produce rigorous research notes and presentations on standalone projects and thematic macro views Design, extend and support the team’s research infrastructure and shared codebase Enhance dissemination and visualisation of model outputs and performance Enforce sound engineering standards: version control, documentation and testing Present findings and model behaviour to Portfolio Managers, Strategists and Trading Collaborate across assets and time zones; help position the quant function internally and externally Participate in selected client interactions and research briefings Requirements Degree (BSc/MSc) in a quantitative discipline with strong statistics, econometrics and mathematical methods Hands-on experience building systematic investment models in macro or multi-asset settings Advanced Python (pandas, NumPy); SQL and Git exposure advantageous Proficient with Excel; familiarity with Bloomberg or similar market data terminals preferred Skilled at handling and interrogating large-scale financial datasets CFA or comparable market-facing qualification is a plus Clear communicator able to translate quantitative concepts to varied audiences Team-focused, effective working with investment and technology counterparts