Octavius Finance, a specialist recruiter within quantitative financial markets, is currently working exclusively with a buy-side firm in London looking to hire a Senior Quant Researcher / Portfolio Manager into its Systematic Liquid Macro team.

The firm manages multi-billion-dollar AUM across a range of absolute return and long-only mandates, with this role sitting specifically within the alternatives and absolute return side of the business. This is a high-impact opportunity for an experienced systematic macro investor to join a collaborative and well-resourced platform with significant growth ambitions.

The team runs directional and cross-sectional systematic macro strategies across liquid global markets, with a typical holding period of one to three months. They are looking for an individual who can bring differentiated research ideas, contribute to the expansion of the current strategy set, and play a key role in the development of new mandates going forward.

The environment is highly collaborative, with portfolio managers and researchers working closely together and actively sharing ideas across the platform. The successful candidate will have the opportunity to influence both research direction and portfolio construction within a sophisticated institutional setup.

Responsibilities:

• Research, develop, and manage systematic liquid macro trading strategies across global asset classes

• Conduct hands-on macro research and signal development across directional and cross-sectional frameworks

• Build scalable portfolio construction and optimisation frameworks

• Contribute directly to live portfolio management and investment decision-making

• Work closely with other researchers and portfolio managers within a collaborative team environment

• Assist in the development of new strategy mandates and broader platform expansion initiatives

Requirements:

• Strong experience managing capital within systematic macro or liquid cross-asset strategies

• Deep hands-on experience researching and developing systematic macro strategies

• Strong coding and quantitative research capabilities with the ability to work independently

• Experience trading scalable and liquid instruments across macro asset classes

• Strong understanding of portfolio construction, optimisation, and risk management

• Ability to operate effectively within a collaborative investment environment

Additional experience within tail-risk or convexity-focused strategies would be viewed favourably but is not essential.

This is an excellent opportunity for a senior systematic macro investor looking to join a stable and growing platform with strong infrastructure, collaborative culture, and attractive long-term upside through both compensation and profit participation.

Competitive salary and profit share available.

To apply, please contact:

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