full-time
Quantitative Researcher - Macro
Qenexus
- Employer
- Qenexus
- Location
- London
- Working pattern
- on-site
About the role
Develop, backtest, and refine intraday to short-term macro trading signals across FX, rates, commodities, and equity index futures. Collaborate with the PM and execution and risk teams on signal prioritization, portfolio construction, live monitoring, order flow, and drawdown management. Requires 3–8 years of experience building systematic trading strategies at a macro hedge fund, CTA, or systematic asset manager, along with strong statistical modeling skills and proficiency in Python, C++, or equivalent. Candidates should have macro domain knowledge or the ability to learn it quickly, experience with backtesting and walk-forward validation, and a hypothesis-driven research approach.