Systematic Macro Sub PM/Senior Quant Researcher
Permanent
Portfolio Management, Research
London, New York, Hong Kong, Singapore, Dubai
A world-leading hedge fund is actively seeking a Systematic Macro Sub-Portfolio Manager or Senior Quantitative Researcher to join its global macro investment team. This is a high-impact opportunity to develop and manage systematic strategies across rates, FX, commodities, and global macro asset classes within a collaborative, technology-driven platform.
Ideal candidates will bring a strong background in alpha signal research, predictive modeling, and macroeconomic data analysis, with experience in building systematic strategies (short to medium horizon) and a deep understanding of global markets. Candidates should possess excellent programming skills (Python, C++, or similar), along with an advanced degree—PhD preferred—in a quantitative discipline such as Econometrics, Statistics, Applied Mathematics, or Financial Engineering.
This role is open globally, with flexibility to be based in New York, London, Singapore, or Hong Kong. Whether you are a seasoned Senior QR aiming to transition into a PM role or a Sub PM looking to scale with greater capital and resources, this position offers the infrastructure, research depth, and institutional support of a premier investment firm.
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