Quant jobs / Man Group

Quantitative Researcher – CTA / Systematic Macro

A researcher role building systematic macro and CTA strategies across global futures at Man Group's Shanghai office. The work covers trend, carry, value and macro signals.

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.

Develop systematic strategies across futures and liquid macro markets
Study trend, carry, value and macro signals and their failure modes
Test out of sample with realistic costs and futures rolls
Work on volatility targeting, risk allocation and drawdowns

What they ask for

Required

Three years or more in quantitative strategy research, ideally CTA or systematic macro
In-depth knowledge of macro strategies and their drivers
Experience moving strategies into live trading
Portfolio construction and risk knowledge
Python, time-series modelling and statistical research

Education: Not stated
Experience: 3+ years in quantitative strategy research
Languages and tools: Python
Markets: futures, equities, fixed-income, fx, commodities, multi-asset

How to prepare

Build a trend and carry model on futures with roll handling
Study volatility targeting and cross-asset correlation
Review out-of-sample testing and transaction cost modelling
Learn how regimes affect systematic macro returns

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.