We are partnering with one of the world’s most successful and ambitious hedge funds to hire a Head of Quant Macro to be based in London. This is a senior, high-impact leadership position responsible for driving the development and execution of systematic macro strategies globally. The ideal candidate will bring a strong pedigree in quantitative research, a deep understanding of macroeconomic markets, and the leadership acumen to scale a team of world-class researchers and PMs.
Key responsibilities
- Strategy leadership: Spearhead the design, research, and implementation of systematic and hybrid macro trading strategies across global markets (rates, FX, commodities, etc.)
- Team building: Recruit, manage, and mentor a high-performing team of quantitative researchers, data scientists, and portfolio managers.
- Innovation & research oversight: Guide the team’s research agenda, ensuring robust alpha generation, rigorous backtesting, and production-level strategy deployment.
- Cross-asset collaboration: Work closely with risk, technology, and execution teams to optimize performance and infrastructure across strategies.
- Performance management: Own the PnL and risk profile of the quant macro business unit.
Candidate requirements
- 10+ years of experience in quantitative macro strategy development within a hedge fund or proprietary trading environment.
- Proven track record of generating and managing profitable macro strategies.
- Deep expertise in global macro instruments, market structure, and data sources.
- Strong programming and statistical modeling skills (Python, C++, R, or similar).
- Demonstrated leadership in building and running high-performing quant teams.
- Advanced degree (PhD/MSc) in a quantitative field (e.g. mathematics, statistics, economics, computer science, or related).
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