Quant jobs / Man Group

Quant – Macro Trend

A researcher role in Man AHL's Systematic Global Trend and Volatility team, modelling global macro assets and trend timing. The hire builds signals that feed live strategies.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research alpha signals for trend timing across macro assets
Model rates, FX, equity and commodity dynamics
Design and test predictive signals with rigorous statistics
Help with portfolio construction and risk analysis
Monitor live performance and turn observations into new ideas

What they ask for

Required

Two years or more of systematic buy-side experience
Two years or more researching macro alpha signals
Solid statistical and mathematical modelling
Strong Python and large datasets
Portfolio construction and risk knowledge
Quantitative degree

Preferred

Understanding of transaction costs in signal design
PhD or master's

Education: Degree in maths, statistics, physics, computer science, engineering or economics from a leading university; PhD or master's advantageous
Experience: 2+ years in systematic buy-side research
Languages and tools: Python
Markets: fx, futures, equities, commodities, fixed-income, multi-asset

How to prepare

Build a trend model across futures with cost-aware sizing
Study trend timing and regime dependence
Review portfolio construction with risk targeting
Practise presenting a signal's evidence to PMs

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Man Group’s site before applying: requirements, location and pay can change after we check them.

View the posting on Man Group’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Man Group and doesn’t handle applications.