Quantitative Researcher - Macro Trend Strategy

About Man Group

Man Group is an international alternative investment management firm dedicated to delivering superior returns for sophisticated investors through its Systematic, Discretionary, and Solutions offerings. Leveraging skilled personnel and cutting-edge technology, the firm deploys single and multi-manager investment strategies across public and private markets, focusing heavily on alternative assets. Headquartered in London, Man Group manages assets totaling $253.6 billion as of June 30, 2026, and is publicly traded on the London Stock Exchange as EMG.LN, part of the FTSE 250 Index.

Opportunity Overview

This position is situated within the Systematic Global Trend and Volatility sector of the Global Macro business unit, which oversees macro strategies spanning various asset classes globally. The key mission of this role is to research and model the behavior of global macro assets to uncover alpha-generating signals, with special emphasis on understanding and timing trend-driven macro asset movement.

Key Responsibilities

• Engage in original research to develop alpha signals for global macro assets, especially focusing on trend timing and directional investment approaches.
• Model the behavior and dynamics of macro asset classes including rates, foreign exchange, equities, and commodities to detect exploitable market patterns.
• Apply robust statistical and quantitative techniques to design and assess predictive trading signals.
• Support portfolio construction and perform risk analyses across strategies within the sector.
• Monitor ongoing live strategy performance and feed learnings back into the research cycle.
• Collaborate closely with other researchers within AHL Global Macro and contribute to the wider research strategy.

Candidate Profile and Qualifications

• At least two years of buy-side experience in a systematic investing environment is essential.
• Minimum two years’ experience dedicated to researching alpha signals across macro asset classes.
• Strong foundation in statistical and mathematical modeling, with the ability to select appropriate analytical tools per challenge.
• Proficient in Python programming, capable of handling large-scale financial datasets.
• Good understanding of portfolio construction principles and risk management methodologies.
• Knowledge of transaction costs and their influence on signal design is advantageous.
• Academic background in quantitative disciplines such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics from a top-tier university; holding a Master's degree or PhD is beneficial.
• Demonstrated intellectual curiosity about financial markets and macroeconomic drivers.
• Detail-oriented and rigorous in pursuing ideas from conceptual phase through practical implementation.
• Capability to organize and juggle multiple research initiatives simultaneously.
• Effective communicator with ability to succinctly present quantitative insights and engage constructively with peer feedback.
• Team-oriented, collaborating effectively with researchers, technology teams, and portfolio managers.

Inclusion, Work-Life, and Benefits

Man Group prioritizes equality and inclusivity, fostering a culture where diverse viewpoints are valued and supported. The firm offers professional growth opportunities, flexible work arrangements, and encourages community involvement, supporting employees with two paid days annually for volunteering. Comprehensive benefits include competitive holiday allowances, pension plans, life and disability insurance, sick pay, enhanced parental leave, and long-service rewards. Additional location-specific perks may include private healthcare, gym discounts, and pet insurance.

Equal Opportunity Statement

The company provides equal employment opportunities without discrimination based on legally protected characteristics. As a Disability Confident Committed employer, reasonable adjustments are available upon request during the application process.