Quantitative Researcher

About the role

The Algo Research Team at Man Group is responsible for alpha research across various time-scales, including high-frequency up to ~48 hours. They design monetization/execution algorithms and market impact models across major asset classes, collaborating closely with other systematic research teams within Man Group.

Responsibilities

• Create high-quality intraday predictive alpha signals in cash equities using order book and alternative datasets.
• Apply machine learning techniques to alpha research.
• In-depth market impact modeling.
• Solve optimal execution optimization problems.
• Identify the highest potential profit and loss (P&L) opportunities.
• Collaborate with researchers across the firm.

Requirements

• Ability to think creatively and implement original research ideas.
• Exceptional analytical skills recognized by peers as an expert in one's domain.
• Deep understanding of statistics and machine learning, with the ability to apply these concepts to real-world problems.
• Expertise in a high-level programming language such as Python or R.
• Knowledge of market structure, participants, trading venues, and microstructure of at least one major asset class.
• Experience in intraday alpha research.
• Experience building machine learning models.
• Experience with handling large data sets and tick data.

Qualifications

• PhD or exceptional Masters/Bachelor’s qualification in a quantitative subject.
• Intellectual integrity with a keenly analytic approach to problem-solving.
• Self-organized with the ability to manage multiple projects and prioritize competing demands.
• Strong interpersonal skills, adaptable, and able to establish close working relationships.
• A confident communicator who can articulate ideas clearly and handle conflicting viewpoints constructively.

Benefits

• Competitive holiday entitlements.
• Pension/401k.
• Life and long-term disability coverage.
• Group sick pay.
• Enhanced parental leave and long-service leave.
• Mankind days of paid leave for community volunteering.
• Discounted gym membership options.
• Pet insurance.

Pay

• US Pay Range: $120,000 USD - $140,000 USD.

Inclusion, Work-Life Balance & Benefits

At Man Group, we promote equality of opportunity and champion diversity. We offer a range of benefits including flexible working arrangements, charitable and global initiatives, professional development opportunities, and community volunteering days. We are committed to fostering an inclusive environment for all employees and partners.

Equal Employment Opportunity Policy

Man Group is committed to providing equal employment opportunities to all applicants and employees without discrimination based on 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. Man Group is a Disability Confident Committed employer and offers assistance for reasonable adjustments during the recruitment process.