Senior Quantitative Researcher – Systematic Macro Strategies
Senior Quantitative Researcher – Systematic Macro Strategies
Eka Finance London, United Kingdom Apply now Posted 1 month ago Flexible Job Permanent $Open
Senior Quantitative Researcher – Systematic Macro Strategies
Eka Finance London, United Kingdom Apply now
An opportunity has arisen for an experienced quantitative researcher with a specialization in systematic macro strategies to contribute to a high-performance trading team. This role focuses on the full lifecycle development of systematic alpha models across global futures and FX instruments, with a preference for medium- to high-frequency signals spanning intraday to multi-day horizons.
Role Overview:
The successful candidate will design, implement, and manage data-driven trading models across global macroeconomic assets. The position requires deep expertise in statistical and machine learning methodologies, alongside robust programming and data-handling capabilities. Applicants should bring a verifiable track record of high information ratio strategies deployed in real-market environments.
Key Responsibilities:
* Develop and deploy systematic trading models across macro asset classes, primarily using futures and foreign exchange instruments.
* Apply advanced quantitative methods—including time-series modeling, econometric analysis, and machine learning—to uncover alpha-generating signals.
* Conduct extensive backtesting and stress testing to evaluate performance robustness, execution latency, and risk-adjusted return characteristics.
* Collaborate within a research-driven environment to enhance alpha models, portfolio construction techniques, and signal processing infrastructure.
* Monitor and evolve deployed strategies to maintain performance amid shifting market regimes.
Ideal Background:
* Demonstrated experience in quantitative macro research or portfolio management, with a track record of alpha generation and strategy deployment.
* Exposure to short- and medium-term systematic trading styles, ideally within timeframes of hours to two weeks.
* Advanced academic training (PhD or MSc) in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Computer Science, or Physics.
* Strong coding proficiency in Python and/or C#, with working knowledge of SQL for data manipulation and extraction.
* Eligible to work in the UK and able to operate effectively in a collaborative, research-intensive setting.
Eka Finance is a leading global quantitative finance recruitment consultancy in the banking and finance industry. We offer front office recruitment so...
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