Overview

A global investment firm is seeking a senior quantitative trading professional to join its macro and cross-asset trading team. This position combines macroeconomic research, systematic strategy development, and active trading across fixed income, credit, volatility, and derivatives markets.

The successful candidate will work closely with investment professionals, quantitative researchers, and technology teams to develop scalable trading models, generate differentiated market insights, and enhance portfolio construction and execution capabilities. The role requires strong quantitative ability, market intuition, and the capacity to operate effectively in fast-moving environments.

Responsibilities

• Develop and manage quantitative and hybrid trading strategies across rates, credit, volatility, and multi-asset products
• Research macroeconomic trends, liquidity conditions, market structure, and relative-value opportunities across global markets
• Build and improve pricing models, analytics libraries, and trading infrastructure
• Design data workflows, portfolio analytics, and monitoring tools for live trading environments
• Collaborate with investment and risk teams to optimize execution, hedging approaches, and portfolio exposure
• Analyze market behaviour using statistical, systematic, and data-driven methodologies
• Produce clear market commentary and actionable trade recommendations based on quantitative research
• Contribute to the continuous enhancement of trading processes, modelling frameworks, and risk systems

Candidate Requirements

• Extensive experience in quantitative trading, macro strategy research, or systematic portfolio management
• Strong understanding of fixed income products, derivatives, volatility dynamics, and cross-asset market relationships
• Demonstrated experience developing trading models and analytical frameworks in institutional environments
• Advanced programming and data-analysis capabilities, particularly in Python and related quantitative technologies
• Familiarity with large financial datasets, back-testing methodologies, and real-time risk monitoring
• Strong communication skills with the ability to present complex quantitative concepts in a practical and concise manner
• Academic background in finance, economics, mathematics, engineering, computer science, or another quantitative discipline
• Professional certifications or advanced postgraduate qualifications are beneficial but not essential

About the Environment

The firm operates a collaborative, research-driven investment platform focused on systematic and discretionary strategies across global markets. Teams work closely across trading, technology, data, and risk functions to identify market inefficiencies and develop scalable investment solutions.

The culture emphasizes innovation, accountability, continuous improvement, and disciplined risk management within a high-performance environment.