Posted 21 July, 2026
Head of Systematic Macro - Quant Hedge Fund
Selby Jennings
New York, NY, US
Full Time
Job Description
Job Description
Company Description
Head of Systematic Macro - Quant Hedge Fund
Our client is a leading quantitative investment firm (> $5bn AUM) specializing in the development of multi-asset portfolios through advanced machine learning techniques. The firm operates a fully quantitative, mid-frequency trading platform and is currently in a significant growth phase.
They are seeking an experienced professional to join as Head of Systematic Macro, a newly created leadership role tasked with building out and scaling the firm's quant macro capabilities.
Key Responsibilities
- Lead the development and implementation of systematic macro strategies across asset classes
- Build and scale a dedicated quant macro function from the ground up
- Partner closely with research, trading, and technology teams in a highly collaborative environment
- Drive research agenda leveraging advanced statistical and machine learning methodologies
- Contribute to portfolio construction within the firm's mid-frequency trading framework
Candidate Profile
- 5+ years of experience developing and trading systematic macro strategies
- Proven track record in quantitative research and strategy deployment across macro asset classes (rates, FX, commodities, equities)
- Strong programming and data science skillset (e.g., Python, C++ or equivalent)
- Experience working within a fully systematic or quantitative investment environment
- Demonstrated ability to operate in a collaborative, research-driven culture
Compensation
- Competitive base salary + Year 1 target bonus
- PnL-linked compensation from Year 2 onward
Location
- New York, NY
This represents a unique opportunity to take on a high-impact, build-out role within a well-established and rapidly growing quant platform.
Operating as part of Phaidon International, Selby Jennings is a multi-award winning global recruitment organization focused on servicing the financial industry.
By breaking down financial markets into individual niches and micro-specialisms, Selby Jennings powers a knowledge-led model, delivering global solutions into local markets. Every consultant is an expert in their field. Structuring our teams to mirror the demands of our clients and candidates, we identify, qualify and present the highest caliber candidates, as well as identifying the best market opportunities for leading finance professionals.
We work in partnership with clients to tailor-make a suitable search model based on the type of assignment and client service level requirements, adopting a bespoke combination of solutions to ensure optimum reach into the active and passive market places.
From our offices around the world, we recruit beyond international boundaries, pro-actively sourcing the best talent in the industry. Across contingent, retained, and project solutions, our service is unrivaled; speaking to our level of service provision, search accuracy, and flexibility.
By breaking down financial markets into individual niches and micro-specialisms, Selby Jennings powers a knowledge-led model, delivering global solutions into local markets. Every consultant is an expert in their field. Structuring our teams to mirror the demands of our clients and candidates, we identify, qualify and present the highest caliber candidates, as well as identifying the best market opportunities for leading finance professionals.
We work in partnership with clients to tailor-make a suitable search model based on the type of assignment and client service level requirements, adopting a bespoke combination of solutions to ensure optimum reach into the active and passive market places.
From our offices around the world, we recruit beyond international boundaries, pro-actively sourcing the best talent in the industry. Across contingent, retained, and project solutions, our service is unrivaled; speaking to our level of service provision, search accuracy, and flexibility.
