Quantitative Researcher – High Frequency Trading Expert
3 weeks ago
About Man Group
Man Group is a pioneering investment manager with over three decades of quantitative expertise, trading in over 800 markets globally and offering a range of absolute return and long-only strategies that invest across traditional and alternative markets.
We apply advanced technology and scientific rigour to every stage of the investment process, from data analysis and risk management through to signal generation and execution. Our team views risk management and trading as central to alpha generation, and our strategies are designed to understand risk, take appropriate exposures, and dynamically adjust exposure when necessary.
Our collaborative culture brings together scientists, academics, technologists, and finance practitioners who are driven by curiosity, intellectual honesty, and a passion for solving complex problems presented by financial markets. We work closely with the Oxford-Man Institute of Quantitative Finance (OMI) and leverage insights from field-leading academic research into machine learning and data analytics.
With $63.8 billion in assets under management as of 2024, we are committed to constant innovation and evolution of our research. Our Fast Trading Strategies (FTS) team has been running for over a decade, managing a large and successful portfolio across global futures and cash markets.
We seek highly motivated individuals with strong backgrounds in statistics and data analysis to strengthen our research efforts in liquid futures and cash equity markets. Candidates should have a deep understanding of statistics, experience with linear and non-linear machine learning algorithms, and hands-on experience working with large datasets.
The role involves developing and driving individual research agendas, conducting in-depth quantitative research into market behaviour, and customising and tuning machine learning algorithms to optimise alpha accuracy. Excellent communication skills are essential for engaging with peers and sharing research findings.
Hiring Requirements
- A strong academic background in a quantitative subject, preferably from a leading university.
- Experience in undertaking in-depth quantitative research for trading in either futures or cash equity markets.
- Familiarity with programming languages such as Python, Java, C, or C++.
Benefits
We offer competitive compensation, a generous holiday allowance, health and flexible benefits, and opportunities for continuous learning and development through coaching, mentoring, conference attendance, and sponsoring academic and professional qualifications. In New York, the anticipated base salary range for this position is $200,000 - $250,000 + benefits + a discretionary bonus.
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