Quantitative Researcher

1 month ago

London, Greater London, United Kingdom Man Group plc Full time
About Man Group plc

Man Group plc is a leading global investment manager, committed to delivering exceptional returns for our clients through our systematic investment strategies. We are seeking a highly skilled Quantitative Researcher to join our team in New York.

As a Quantitative Researcher, you will be responsible for developing and driving your own research agenda across all aspects of our trading, from alpha generation to portfolio construction and execution. Your primary focus will be on conducting in-depth quantitative research into the behavior of liquid financial markets, developing and back-testing novel and innovative alpha signals, and customizing and tuning machine learning algorithms to optimize alpha accuracy.

We offer a competitive compensation package, a generous holiday allowance, and various health and other flexible benefits. Our culture is performance-driven, meritocratic, and collaborative, with a strong focus on continuous learning and development. We are committed to equal opportunities and diversity, and we welcome applications from candidates with a strong academic background and relevant experience in quantitative research and machine learning.

Key Responsibilities
  • Conduct in-depth quantitative research into the behavior of liquid financial markets.
  • Develop and back-test novel and innovative alpha signals.
  • Customize and tune machine learning algorithms to optimize alpha accuracy.
  • Improve trading logic through experimentation and optimization.
  • Conduct research to improve our ability to monetize and execute on our alpha signals.
  • Engage in peer-review of research from across the team.

Requirements
  • A strong academic background, with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university.
  • Experience of undertaking in-depth quantitative research for trading in either futures or cash equity markets.
  • Experience in linear and non-linear machine learning algorithms.
  • Hands-on experience of working with large data sets.
  • An interest in financial markets modeling and investing.
  • A deep understanding of statistics and an ability to apply it to real-world problems.
  • Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).

About Our Culture

We foster a performance-driven, meritocratic culture with a small company, no-attitude feel. We are flat structured, open, transparent, and collaborative, offering ample opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader research and academic community, as well as renowned industry contributors. We offer comprehensive, firm-wide employee benefits, including competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave, and long-service leave. Additional benefits are tailored to local markets and may include private medical coverage, discounted gym membership, and wellbeing programs.

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