Quantitative Researcher

We’re looking for a collaborative Quantitative Researcher to join our team of investment professionals. This role is ideally suited to an individual with some prior systematic FX / macro research experience who is keen to develop, build models, and contribute to our scientific fixed income investment process.
About BlueCove
BlueCove is a scientific asset management firm specialising in fixed income. BlueCove brings together leading investment and engineering professionals to research, develop, and deploy state-of-the-art scientific investment processes applicable to fixed income management. BlueCove’s business model is designed to create a strong alignment of interest within the business:
Owner mentality: All permanent employees have an equity interest in BlueCove.
Focus: BlueCove is a scientific fixed income specialist manager.
Modern Technology: Our technology is custom-built for scientific fixed income investing.
At BlueCove, we are in the business of solving hard problems - and of doing so scientifically. We believe teams of highly competent and cognitively diverse individuals with similar values create superior outcomes for clients. This is all underpinned by an owner mentality that ensures intellectual value accrues for the collective good of clients, the firm, and its stakeholders.
The Role
Your role as Quantitative Researcher will focus on interest rates and cover the full research pipeline from data gathering and idea generation, to creating and testing hypotheses, to portfolio construction and live monitoring. You will be building models and contributing ideas to the research agenda with a focus on your specific asset class, and also in a wider firm context.
Structured collaboration is one of our values at BlueCove, so we do not operate a siloed approach – you’ll team up with your Research and Portfolio Management peers in group review of your own work, and that of others, with the objective of producing high-quality research conclusions. Partnership with our Engineering team is also important to produce first-class research and production model code, so strong programming skills are essential (Python is ideal).
The successful candidate will have demonstrable experience with systematic FX / macro strategies and be keen to develop in a role and contribute to our firm-level investment process. The ideal candidate will also be passionate about financial markets and possess the strong communication skills essential to succeed in a collaborative environment.
You will also be encouraged to author and contribute to academic papers and journals, as well as to participate in and present at academic and market conferences.
Essential Requirements:
Systematic FX / macro research experience
Strong programming skills (Python is highly desirable)
Familiarity and/or willingness to be involved in the full pipeline including data gathering, idea generation, portfolio construction and live monitoring
Strong mathematical / technical background
A degree (or equivalent) in a quantitative subject, such as Maths, Physics or Engineering
A proven ability to collaborate within a team structure.
Desired Qualifications and Experience:
Buy-side experience is helpful but not essential
A Masters/PhD in a quantitative subject, such as Maths, Physics or Engineering
A record of contributing to academic publications.
Employee Wellbeing
BlueCove hosts weekly firm-wide meetings allowing you to learn more about the business and to get to know people across the firm. Our employees also enjoy learning and development opportunities including our technical colloquia, access to Coursera, and support with qualifications such as the CFA. Our firm has a hybrid and agile working environment. Benefits include an Employee Wellbeing Programme and Policy, 30 days’ holiday, non-prescriptive dress code, regular social events, GP appointments and private medical insurance. You can find out more about BlueCove, and our culture, at
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