Quant - Macro Trend
Core
Conduct original alpha research on global macro assets to model behavior, identify trend timing, and build predictive signals for live trading strategies.
Role type
Quantitative researcher (global macro trends)
Builds
Predictive alpha signals and statistical models for systematic trading strategies
Domain
Global macro finance, systematic trading, asset classes (rates, FX, equities, commodities)
Deliverable
production ML models
Required skills
Statistical and mathematical modelling, Python, Portfolio construction, Risk analysis, Hypothesis generation, Signal implementation
Preferred skills
Transaction cost modeling, PhD or Masters in quantitative discipline
Technologies
Python
Responsibilities
Research and develop alpha signals across global macro asset classes, Model the dynamics of macro assets to identify exploitable patterns, Design and evaluate predictive signals using rigorous statistical methods, Contribute to portfolio construction and risk analysis, Monitor live strategy performance and translate observations into research hypotheses, Collaborate with researchers across AHL Global Macro
Seniority
Mid-level, hands-on IC