Systematic Macro Portfolio Manager

In this role you will build and lead a desk focused on systematic macro strategies, researching and trading alphas using market and alternative data. You will monetize signals, monitor and optimize model performance, and develop quantitative tools to support your trading team. You’ll operate within a well-resourced environment with advanced data, datasets, and execution infrastructure to scale intraday and mid-frequency strategies. This is a leadership role with a focus on delivering high-quality, data-driven alpha generation at scale.

• Build and lead a trading desk for systematic macro strategies
• Research and trade alphas using market and alternative data
• Monetize signals and optimize model performance
• Develop quantitative tools (execution algorithms, modelling libraries) for the team
• Collaborate with colleagues across locations to drive strategies to market

• Degree in a numerate field (Engineering, Physics, Mathematics, Computer Science)
• Coding proficiency in C++ or Python
• At least three years of experience as a Quantitative Researcher/Trader with macro methods
• Confident, resilient, and highly motivated with collaborative mindset

• collaborative
• resilient
• highly motivated
• C++
• Python
• quantitative methods