Head of Quant Macro
Permanent
Portfolio Management, Research, Trading
London, New York, Hong Kong, Singapore
We are looking for a Head of Quant Macro to lead a world-class systematic macro team at one of the most prestigious hedge funds globally. This is a high-impact leadership position, offering the opportunity to drive strategy development, research, and portfolio management within a cutting-edge quantitative macro environment.
The ideal candidate will be a seasoned quant leader with a proven track record in systematic macro trading, deep expertise in interest rates, FX, commodities, or global macro strategies, and experience leading high-performing quant teams.
Key Responsibilities:
- Leadership & Strategy Development – Oversee and drive the systematic macro trading strategy, leading a global team of quant researchers, portfolio managers, and data scientists.
- Research & Alpha Generation – Develop and enhance systematic models, leveraging statistical and machine learning techniques to capture macro opportunities.
- Portfolio Management – Optimize risk-adjusted returns through cutting-edge signal generation, execution strategies, and portfolio construction.
- Technology & Infrastructure – Collaborate with engineers and data scientists to advance the firm’s research infrastructure and quantitative trading technology.
- Team Building & Development – Attract, mentor, and retain top-tier quant talent, fostering an innovative and collaborative research environment.
- Risk & Performance Monitoring – Ensure strategies align with firm-wide risk management policies and contribute to the enhancement of portfolio optimization processes.
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