Full job 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.