Octavius Finance is exclusively partnering with a hedge fund as it continues to grow its systematic investment business. As part of this expansion, the firm is looking to hire a Quantitative Researcher to play a key role in the development of its systematic macro platform.

This is an outstanding opportunity for an ambitious quantitative researcher to join a genuinely greenfield initiative, offering the entrepreneurial feel of a start-up combined with the resources, infrastructure and institutional backing of a multi-billion-dollar hedge fund. You will have the opportunity to help shape the research framework, contribute to the evolution of the investment process and play a meaningful role in building a systematic macro business from the ground up.

Working directly with an experienced Portfolio Manager, you will be responsible for researching, developing and implementing systematic investment signals across a cross-asset global macro framework. While the strategy spans rates, FX, equities and commodities, there is a particular emphasis on fixed income and credit markets.

You will be involved across the full research lifecycle, from identifying new sources of alpha and developing models through to implementation, portfolio integration and ongoing strategy enhancement, with direct exposure to investment decisions and significant ownership over your research.

Key Responsibilities

1. Research, develop and enhance systematic macro and quantitative credit signals across fixed income, credit and broader cross-asset markets.
2. Design, test and implement medium-frequency systematic trading strategies.
3. Work closely with the Portfolio Manager to identify, evaluate and deploy new alpha opportunities.
4. Analyse both traditional and alternative datasets to uncover predictive investment signals.
5. Conduct rigorous backtesting, validation and performance analysis of quantitative models.
6. Contribute to the continued development of the team's research infrastructure, modelling frameworks and quantitative processes.
7. Develop clean, scalable and production-quality Python code.

Requirements

1. MSc or PhD in a quantitative discipline from a leading university.
2. 3+ years' experience researching and developing systematic investment strategies or quantitative trading signals.
3. Experience within systematic credit would be advantageous, although strong systematic macro researchers will also be considered.
4. Open to candidates from both Quantitative Research and Macro QIS / Quantitative Investment Strategies teams across the buy-side and selected sell-side institutions.
5. Strong Python programming skills with experience building robust quantitative research frameworks.
6. Excellent analytical and problem-solving abilities with a research-driven mindset.
7. Collaborative approach and the ability to work effectively within a high-performing investment team.
8. Genuine interest in systematic investing, macro markets and alpha generation.

Additional Information

The successful candidate will join at an exciting stage of the platform's growth, with the opportunity to influence both the investment process and the future direction of the business from an early stage.

Please note that candidates must be available to join within six months. Unfortunately, applicants with a combined notice period and non-compete exceeding six months cannot be considered.

To apply, please submit a copy of your word CV to

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