Octavius Finance are recruiting on behalf of a global hedge fund for a Quantitative Execution Specialist to join a leading systematic macro trading platform in New York.

This role focuses on fixed income markets, including rates, futures, and swaps, and sits at the intersection of quantitative research, systematic trading, and electronic execution. The position is ideal for candidates with experience in systematic macro strategies, quantitative execution, algorithmic trading, and market microstructure.

You will work with large-scale datasets, advanced statistical models, and real-time trading systems to optimize execution performance, transaction cost analysis (TCA), and liquidity management across global fixed income markets.

This is a high-impact opportunity within a data-driven, research-led trading environment, offering direct exposure to quantitative models, execution algorithms, and macro trading strategies.

Key Responsibilities