Job Application for Man Global Markets High - Frequency Quantitative Research Summer 2026 Internship

Man Group•New York, NY

22h•$55 - $65•Onsite

About The Position

Man Global Markets is seeking interns for its High-Frequency Quantitative Research team in New York for the Summer of 2026. This internship is expected to last between 10-12 weeks and is open to penultimate year students graduating between Winter-Summer 2027. The team is responsible for the research and development of low latency alphas and trading strategies, and the development of Man Group’s proprietary execution algorithms. They manage the full end-to-end trading strategy development using customized ML research and monetization infrastructure.

Requirements

PhD student or exceptional Masters student in penultimate year of study.
Major in a highly quantitative field such as Computer Science, Statistics, Mathematics, Physics, Engineering, or Finance.
Experience in linear and non-linear machine learning algorithms.
Hands-on experience of working with large data sets.
An interest in financial markets modelling 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++).
The ability to communicate complicated ideas in a clear and concise manner.
Must be graduating between Winter – Summer 2027.

Nice To Haves

Open-source technology contributions.
Participation in leading industry conferences.
Collocation with Oxford-Man Institute of Quantitative Finance or Machine Learning Research Group in Engineering Science, University of Oxford.