Macro hedge funds ended 2025 on a strong note, helping drive the best overall hedge fund performance since 2009, according to HFR
- Macro funds returned +7.16% in 2025, despite a difficult and volatile start to the year.
- They were the best-performing strategy in December (+1.87%), signalling a clear late-year recovery.
- Discretionary macro managers materially outperformed systematic strategies: Discretionary Thematic Macro: +17.28% Discretionary Directional Macro: +15.75% Systematic Macro: -0.68% for the year
- Within macro, multi-strategy, commodities, and discretionary trading were key contributors.
Against this backdrop, macro hedge funds are actively building teams across discretionary, quantitative, and systematic strategies globally. We’re seeing strong demand for:
- Quantitative Portfolio Manager – Global
- FX Options Portfolio Manager — London / Dubai
- Macro Rates Portfolio Manager — London / Dubai
- Fixed Income Relative Value Portfolio Manager — Global
- Emerging Markets Portfolio Manager (CEEMEA) — London / Dubai
- Macro Volatility Portfolio Manager — New York / London
- Systematic Macro Quantitative Researcher — New York
- Quantitative Researcher — Singapore
- Quantitative Macro Trader — Global
- Systematic Futures / CTA Trader — Global
With discretionary macro clearly back in favour and capital reallocating toward proven risk-takers, 2026 is shaping up to be a pivotal hiring year for macro talent.
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