Quantitative Researcher - Systematic FI/FX

We are partnered with a leading multi-billion-dollar hedge fund seeking a Quantitative Researcher to join a high-performing Systematic FI/FX pod in London. Following strong recent performance and continued capital allocations, the team is looking to expand its research capabilities and add a researcher who can make an immediate impact through the development of scalable alpha signals and trading strategies.

This is a highly entrepreneurial opportunity to work directly with an established Portfolio Manager, contributing to signal generation, portfolio construction, and strategy enhancement across global Fixed Income and FX markets. The ideal candidate will have a proven background in systematic alpha research and, ideally, possess strategies or research ideas that can be adapted and deployed within the existing platform.

Key Responsibilities

• Conduct end-to-end alpha research across global Fixed Income and FX markets.
• Develop, test, and deploy systematic trading signals using large financial and alternative datasets.
• Identify new sources of return and improve existing models through rigorous statistical analysis.
• Work closely with the Portfolio Manager to convert research ideas into live trading strategies.
• Contribute to portfolio construction, risk allocation, and performance attribution.
• Design and maintain robust backtesting frameworks and research infrastructure.
• Monitor live strategies and continuously optimise signal performance.
• Collaborate closely with quantitative researchers, technologists, and trading teams in a fast-paced investment environment.

Requirements

• Minimum 3 years' experience in quantitative research, systematic trading, or alpha research within a hedge fund, proprietary trading firm, or quantitative asset manager.
• Demonstrated experience developing systematic signals and alpha models within Fixed Income, FX, Macro, or liquid Futures markets.
• Strong understanding of statistical modelling, machine learning, and quantitative research methodologies.
• Experience taking research projects from idea generation through to live deployment.
• Strong programming skills in Python; experience with C++ is beneficial.
• Excellent academic background, ideally a Master's or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative discipline.
• Strong communication skills and the ability to work effectively within a collaborative investment team.

Ideal Profile

• Has developed profitable systematic signals or strategies with a clear research track record.
• Possesses "plug-and-play" research capability, bringing ideas, frameworks, or models that can be integrated into an existing investment process.
• Enjoys working in a collaborative pod structure while maintaining ownership of individual research projects.
• Passionate about discovering new sources of alpha and solving complex market problems.

What's on Offer

• Join a well-performing and growing systematic FI/FX business with significant backing and investment.
• Direct exposure to investment decision-making and strategy development.
• Collaborative, research-driven culture with substantial autonomy.
• Competitive compensation and clear progression opportunities.
• Opportunity to work alongside experienced investors and researchers at one of the industry's leading hedge funds.

If you are a systematic Quant Researcher with experience in FI/FX alpha generation and are looking to join a successful, expanding platform, we would be keen to hear from you.