Quantitative Researcher - Macro Assets
Posted 2 hours 26 minutes ago by LGBT Great
You will conduct original alpha research on global macro assets, building and testing predictive signals that inform live trading strategies. You will work across the full research lifecycle - from hypothesis generation and statistical modelling through to implementation and ongoing performance analysis - with direct exposure to live strategy management.
Day-to-Day Responsibilities- Research and develop alpha signals across global macro asset classes, with a focus on trend timing and directional strategies
- Model the dynamics of macro assets (rates, FX, equities, commodities) to identify exploitable patterns
- Design and evaluate predictive signals using rigorous statistical and quantitative methods
- Contribute to portfolio construction and risk analysis across the sector's strategies
- Monitor live strategy performance and translate observations back into research hypotheses
- Collaborate with researchers across AHL Global Macro and contribute to the broader research agenda
- 2+ years of experience researching alpha signals across macro assets
- Solid grounding in statistical and mathematical modelling; able to choose the right tool for the right problem
- Strong Python skills; comfortable working with large financial datasets
- Understanding of portfolio construction and risk analysis
- Familiarity with transaction costs and their impact on signal design is a plus
- Strong academic record with a degree in a quantitative discipline - Mathematics, Statistics, Physics, Computer Science, Engineering or Economics from a leading university; a PhD or Master's is advantageous
- Intellectually curious with a genuine interest in financial markets and the macro forces that move them
- Hands on and rigorous: you enjoy following an idea all the way from intuition to tested, implemented signal
- Self organised with the ability to manage multiple research threads in parallel
- Clear communicator: able to present quantitative findings concisely and engage constructively with alternative views
- Collaborative; comfortable working closely with researchers, technologists and portfolio managers
You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual "Mankind" days of paid leave for community volunteering.
Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long term disability coverage, group sick pay, enhanced parental leave and long service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance.
Equal Employment Opportunity PolicyMan Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws.
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