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