A top-tier multi-strategy hedge fund is seeking a Systematic Rates & Macro Quant Researcher to develop signals across government bonds, swaps and short-rate markets. This is a research seat with a direct pipeline from idea to live capital within a systematic macro pod.
The Role:
You will research and build systematic strategies across rates and cross-asset macro, carry, momentum, value and relative value, supported by the platform's data and technology infrastructure.
Key Responsibilities:
- Research systematic alpha signals across rates, swaps and macro markets
- Build factor models for carry, momentum, value and relative value in fixed income
- Develop and validate strategies with rigorous out-of-sample and transaction-cost analysis
- Collaborate with credit and cross-asset research teams on signal integration
- Work with quant developers to produce research and deploy at scale
- Present research to PMs and the investment committee
Required Experience & Qualifications:
- PhD in Mathematics, Statistics, Physics, Economics or a related quantitative field
- 3–7 years of systematic rates or macro research at a hedge fund, prop desk or asset manager
- Deep knowledge of rates markets: government bonds, swaps, futures and yield-curve dynamics
- Expert Python; C++ a plus
- Strong grounding in time-series analysis and statistical modelling
What We Offer:
- Highly competitive compensation with direct link to research contribution
- Serious data infrastructure and a fast path from research to live capital
- Collaborative pod environment with experienced macro professionals