Quant Researcher - Macro Trend
The Team
AHL Global Macro is the business unit responsible for global macro strategies across all asset classes. The team trade all markets, from liquid to alternative universe, with strategies spanning multiple holding periods.
This role sits within the AHL Global Trend And Volatility sector. This role's research mission is to model the behaviour of global macro assets and identify alpha signals, with a particular focus on understanding and modelling what drives trends in macro assets and the timing of this style.
The Role
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 you will:
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
Technology and Business Skills:
2+ years of experience researching alpha signals ideally across commodities, FI, or EM
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
Personal Attributes
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