Quantitative Researcher Macro

Senior Macro Quantitative Researcher (5-10 years experience) We are working confidentially with a leading hedge fund to identify a Macro Quantitative Researcher for a senior research seat within their macro investment function. This is a rare opportunity for an exceptional quantitative mind to work on genuinely hard macro research problems — with direct influence over how capital is deployed across global markets. The Role You will own the full research lifecycle for systematic macro strategies — from original idea generation through rigorous quantitative testing, model development, and production implementation. The firm deploys capital based on the quality of its research. Your work matters directly. What You'll Be Doing Generating and developing systematic macro investment strategies across rates, FX, commodities, and cross-asset Building rigorous backtesting and signal research frameworks Developing quantitative models for macro factor analysis, regime detection, and cross-asset signal generation Translating research into production strategies in close partnership with quantitative developers Presenting research findings directly to senior portfolio managers and investment leadership Staying at the frontier of academic and industry research in macro and systematic investing What We Are Looking For Exceptional quantitative academic pedigree — PhD strongly preferred in Mathematics, Statistics, Physics, or Financial Engineering Deep macro markets knowledge — rates, FX, commodities, and cross-asset dynamics Strong Python proficiency — research implementation, backtesting, and data analysis Rigorous statistical foundations — time series analysis, factor modeling, and signal research Experience developing systematic macro strategies in a production hedge fund or asset management environment Original, independent thinker — able to generate and defend novel research convictions Beneficial Machine learning applied to macro signal generation or regime detection C++ or Julia for performance-critical implementation Published academic research in quantitative finance or economics #J-18808-Ljbffr Goldman Lloyds