- Company Name
- Man Group
- Job Title
- Senior Quantitative Researcher - Macro
- Job Description
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Job Title: Senior Quantitative Researcher – Macro
Role Summary:
Develop, back‑test, and deploy statistical and machine‑learning models that generate predictive signals for macro‑focused futures and FX trading. Manage the end‑to‑end pipeline from data acquisition and feature engineering to model evaluation, portfolio construction, risk assessment, and production deployment. Provide expertise in intraday strategy design and mentor junior researchers.
Expectations:
- Deliver robust, alpha‑generating signals that meet performance targets on monthly to intraday horizons.
- Translate research findings into production‑ready code with reproducibility and maintainability.
- Collaborate with traders, technologists, and senior stakeholders to align model outputs with trade execution and risk controls.
- Continuously iterate on models based on market feedback and emerging research.
Key Responsibilities:
1. Design and implement intraday predictor models for futures and FX markets.
2. Conduct statistical analysis, feature engineering, and data management for large-scale datasets.
3. Build and optimise multi‑asset portfolios, incorporating transaction‑cost modelling and risk constraints.
4. Deploy models to live trading environments, monitoring performance and adjusting calibrations as needed.
5. Communicate findings, model rationale, and performance metrics to technical and non‑technical audiences.
6. Mentor junior researchers, providing guidance on methodology, coding standards, and project execution.
Required Skills:
- 4+ years of research and live‑trading experience with futures and FX alpha generation.
- Expertise in intraday model design, back‑testing, and live execution.
- Advanced programming in Python with the scientific stack (pandas, numpy, scikit‑learn, etc.).
- Strong understanding of transaction costs, slippage, and mitigation techniques.
- Proficiency in portfolio construction, risk analysis, and statistical validation.
- Excellent analytical thinking, problem‑solving, and communication skills.
- Ability to self‑manage multiple projects and collaborate across teams.
Required Education & Certifications:
- Bachelor’s (or higher) degree in Mathematics, Computer Science, Engineering, Economics, Physics, or a related quantitative field from a leading university.
- Demonstrated strong academic record with coursework in advanced mathematics, statistics, and computing.
- Relevant certifications (e.g., CFA, FRM, or data science credentials) are a plus but not mandatory.