Lead Macro Quant, Hedge Fund

A leading global macro hedge fund is seeking a Lead Quant Analyst to drive the firm’s quantitative strategy across a large group of Portfolio Managers. The fund has a strong, consistent performance track record and a collaborative culture that blends shared research infrastructure with meaningful PM autonomy.

The successful candidate will:

• Lead and shape quantitative strategy, modelling frameworks, and analytics across a large group of PMs trading rates and wider macro asset classes.
• Develop, refine, and oversee advanced models, tools, and methodologies to support trading, risk management, and signal generation.
• Partner closely with trading, technology, and risk teams to build scalable, robust, and forward‑looking quant infrastructure.
• Act as a senior thought leader within the organisation, setting modelling standards and elevating quantitative capability across the platform.

The ideal candidate will bring:

• Deep expertise in non‑linear rates modelling
  , including volatility modelling, derivatives pricing, and advanced analytics relevant to macro/rates markets.
• Experience on both the sell side and buy side
  , combining enterprise‑scale exposure with the agility and responsiveness required in a trading‑driven environment.
• Leadership experience
  , ideally managing a small quant, modelling, or research team.
• Evidence of career stability
  , with meaningful tenures in previous positions.
• Strong programming and data‑driven research skills (e.g., Python, C++, advanced numerical methods).
• Excellent communication skills and the ability to work closely with senior stakeholders and Portfolio Managers.

Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss.

We can only respond to highly qualified candidates.