Quantitative Analyst

Corvus Research builds self-improving agentic systems for quantitative finance. We cover the full alpha pipeline - research, development, and deployment.

We are looking for a quantitative analyst with 1-3 years of experience to generate alpha in global macro, using systematic methods to sharpen a discretionary investment process. You will work directly with the founders and with portfolio managers and researchers at top-tier hedge funds through our external engagements.

Who we are looking for

Research at Corvus runs through agents. You will use our in-house agentic platform together with your coding agents of choice to generate hypotheses, pull and clean data, run backtests, and stress-test results at a volume a single analyst could not manage by hand. Your job is to set the research direction, judge what the agents produce, think statistically, and decide what survives.

Macro has few independent data points, frequent regime shifts, and plenty of spurious correlation. Agents make it cheap to test thousands of ideas, which also makes it cheap to overfit. Much of the role is controlling for that. We expect real statistical judgement, and the habit of working through AI tools rather than around them.

This role is for you if:

• You have a natural curiosity around what drives various markets and the links between them - FX, rates, commodities, inflation, growth, positioning.
• You are already using LLMs and coding agents to write research code, explore data, and draft analysis, and you are quick to spot when they are wrong
• You are detail orientated and question both positive and negative results
• You want to work with top-tier funds and family offices

This role is not for you if:

• You are more interested in selling ideas than building and testing datasets and strategies
• You want a narrow role or predictable week
• You tend to follow research rabbit holes without a reason to

The work

• Designing and testing quantitative macro models across global indices
• Directing workflows on our agent platform through the full research loop: data sourcing, feature construction, backtesting, and robustness checks across shifted windows, universes, and cost assumptions
• Being responsible for forward tracking of signals, strategies, and models
• We’re in our most exciting stage of growth yet. You’ll get a tonne of ownership and autonomy without wondering whether we have market fit
• Unlimited access to the best open source models, running on our own state-of-the‑art GPUs that we own and operate in the UK
• Research volume that would normally need a much larger team
• Direct work with two founders who have both grown businesses in non‑traditional ways
• Progression tied to the work you own

Requirements

• 2:1 or above in mathematics, statistics, physics, economics, or another quantitative subject. A relevant Master’s or PhD is an advantage
• Strong Python and ideally a knowledge of systems architecture
• Solid statistics: time-series methods, multiple-testing correction, and the ways backtests overfit
• Daily, current use of AI coding and research tools. We will ask you to show us how you work