full-time
Macro Quantitative Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- London
- Working pattern
- on-site
About the role
Develop systematic macro and futures strategies, taking research ideas through backtesting. Extract signals from market, text, and sentiment data, and contribute to the research and trading pipeline, including risk and factor modeling. Requires an advanced degree in a quantitative field and at least three years of experience with macro strategies, particularly macro-credit, FX, and futures. Candidates should be able to identify alpha signals in large datasets, work effectively in a fast-paced environment, and have strong coding skills in at least one listed programming language.