Senior Quantitative Researcher - Algo

About Man Group

Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $213.9 billion and operate across multiple offices globally.

Algo Research Team

The Algo Research team is responsible for alpha research across a wide range of time-scales (from high frequency to days), design of monetisation/execution algos and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, Options). We work in close collaboration with various systematic research teams across Man Group to maximise realised P&L of strategies. Algo Research is one of the key focus areas for Man.

Role: Quantitative Researcher – Futures

We are looking for a Quantitative Researcher with a primary focus on Futures whose responsibilities will include:

• Creating high quality intraday predictive alpha signals in futures on the scale of sub-second to hours, from order book and alternative datasets
• Applying ML techniques to alpha research
• In-depth market impact modelling
• Solving optimal execution optimisation problems
• Identifying highest P&L opportunities
• Close collaboration with researchers across the Man Systematic

Technology and Business Skills

Essential

• 4+ years of work experience on the Buy side
• Experience building intraday alpha for futures markets
• Deep understanding of statistics/ML and an ability to apply it to real world problems
• Expertise in a high-level programming language such as Python
• Exceptional analytical skills; recognised by peers as an expert in their domain
• Ability to conduct research independently as well as work as part of a larger team and manage multiple stakeholders

Advantageous

• Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes
• Experience with Deep Neural Networks
• Experience with handling large data sets and tick data

Personal Attributes

• PhD or exceptional Master’s / Bachelor’s qualification in a quantitative subject
• Intellectual integrity with a keenly analytic approach to problem solving
• Ability to deliver projects with high commercial value
• Hands-on attitude; willing to get involved with technology and projects across the firm
• Self-organised, with the ability to effectively manage time across multiple projects and with competing business demands and priorities
• Strong interpersonal skills, establish and maintain a close working relationship with quantitative researchers, technologists, traders and senior business people alike
• Confident communicator, able to argue a point concisely and deal positively with conflicting views

Inclusion, Work-Life Balance And Benefits At Man Group

You will thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you will find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry.

You will have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you will receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance.

Equal Employment Opportunity Policy

Man Group provides equal employment opportunities to all applicants and all employees without regard to 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 in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact.