Quant Researcher

Man Group•Boston, MA

3d•$110,000 - $130,000•Hybrid

About The Position

Man Systematic — formed by Man AHL and Man Numeric — is one of the largest and most diversified systematic investment platforms in the world, managing in the region of $150 billion across hedge funds, long-only programmes, total return strategies, and bespoke Solutions mandates. For over 35 years, AHL and Numeric have been blending techniques from machine learning, statistics, and physics with world-class engineering to stay ahead of the curve — research-driven, technology-native, and obsessive about the integrity of the investment process from data to execution. The Systematic Portfolio Analytics team has been a core function within Man AHL for the past four years and is now expanding its mandate to cover the entirety of Man Systematic — both AHL and Numeric. This is a proven, established function with a strong track record inside AHL, now scaling up to deliver across one of the largest systematic platforms in the world. The team's mandate is to deliver quantifiable, transparent, and actionable insights across the entire systematic estate — from individual signals all the way through to fund-level outcomes. Joining now means joining at a genuinely exciting inflection point: a battle-tested team, a proven playbook, and a step-change in scope — with the opportunity to help shape how Portfolio Analytics is built out across Numeric and the combined platform.

Requirements

Strong analytical & statistical skills — and able to translate them into pragmatic, real-world solutions
Comfortable with large datasets and risk management techniques
Expertise in a high-level programming language (ideally Python) and its scientific stack (NumPy / SciPy / Pandas or similar)
Strong academic record from a leading university, with a degree containing high mathematical, statistical and computing content (e.g. Mathematics, Computer Science, Engineering, Economics, Physics, or Statistics)
Keen interest in financial markets
Intellectually robust, with a positive attitude to ambiguity and hard problems
Self-organized, able to manage time effectively across multiple competing priorities
Strong interpersonal skills; able to build close working relationships with quantitative researchers, technologists, traders and senior business people alike
Confident communicator; able to argue a point concisely and deal positively with conflicting views
Strong sense of integrity

Nice To Haves

Familiarity with modern AI tooling (LLMs, agentic workflows, Claude Code / Codex CLI)
Exposure in key areas on the sell-side, e.g. Trading, Risk, QIS, Financial Engineering, Strats / Quants, Portfolio Management, Electronic / Systematic Trading
Experience analyzing or managing complex risk
Linux, SQL / Oracle, KDB+
Hands-on attitude; willing to get involved with technology and projects across the firm

Responsibilities

Aggressively adopt AI and cutting-edge tooling to multiply your own output and the team's output
Work with — and make sense of — vast amounts of data across both AHL and Numeric
Develop analytics, KPIs and metrics that turn raw data into intelligence
Carry out research aimed at uncovering non-obvious insights about our strategies, signals and portfolios
Write code, build reporting mechanisms, and create tools that PMs and researchers actually use
Rapidly build a deep understanding of the systematic estate, and leverage that knowledge to generate cross-functional insights and synergies between AHL and Numeric
Partner closely with PMs, researchers, technologists and traders on both sides of the Atlantic