Location
London

Hours
Full Time

Salary
Competitive, commensurate with experience

About the Role
Man Group is a global alternative investment management firm focused on delivering outperformance for sophisticated clients through Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our investment strategies span public and private markets across all major asset classes, with a significant focus on alternatives. Headquartered in London, we manage $228.7 billion* and operate globally.

The AHL Global Macro team is responsible for global macro strategies across all asset classes, trading markets from liquid to alternative universes with strategies spanning multiple holding periods. This role is within the AHL Global Trend and Volatility sector, focusing on modelling the behaviour of global macro assets and identifying alpha signals, particularly understanding and modelling what drives trends and their timing.

As a Quantitative Researcher, you will conduct original alpha research on global macro assets, building and testing predictive signals that inform live trading strategies. You will engage across the full research lifecycle—from hypothesis generation and statistical modelling to implementation and ongoing performance analysis—with direct exposure to live strategy management.

Day-to-day responsibilities include:
- Researching and developing alpha signals across global macro asset classes, focusing on trend timing and directional strategies
- Modelling the dynamics of macro assets (rates, FX, equities, commodities) to identify exploitable patterns
- Designing and evaluating predictive signals using rigorous statistical and quantitative methods
- Contributing to portfolio construction and risk analysis across sector strategies
- Monitoring live strategy performance and translating observations into research hypotheses
- Collaborating with researchers across AHL Global Macro and contributing to the broader research agenda

Man Group fosters an inclusive working environment that champions equality of opportunity and values diverse perspectives. Employees benefit from professional development, flexible working arrangements, charitable initiatives, and a comprehensive benefits package including competitive holiday entitlements, pension/401k, life and disability coverage, group sick pay, enhanced parental leave, and long-service leave. Additional benefits may include private medical coverage, discounted gym memberships, and pet insurance depending on location.

Experience
2+ years researching alpha signals across macro assets with a solid grounding in statistical and mathematical modelling. Strong Python skills and experience 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.

About you
Strong academic record with a degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics from a leading university; a PhD or Master's degree is advantageous. Intellectually curious with a genuine interest in financial markets and macroeconomic forces. Hands-on and rigorous approach, enjoying following ideas from intuition to tested, implemented signals. 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 and comfortable working closely with researchers, technologists, and portfolio managers.

Qualifications
Degree in a quantitative discipline required; advanced degrees preferred but not mandatory.