Quantitative Researcher - Cash Equities
About The Position
Man Group is seeking a Quantitative Researcher with a primary focus on Cash Equities, as part of its Algo Research team. The team researches alpha across time scales from high frequency to approximately 48 hours, designs monetization and execution algorithms, and models market impact across asset classes. It collaborates with systematic research teams across Man Group to maximize the realized P&L of strategies. The role focuses on creating intraday predictive alpha signals in cash equities using order book and alternative datasets, applying machine-learning techniques to alpha research, modeling market impact, solving optimal-execution problems, identifying high-P&L opportunities, and collaborating closely with researchers across the firm.
Requirements
- Ability to think creatively and develop and implement original research and ideas.
- Exceptional analytical skills and recognized expertise in a domain.
- Deep understanding of statistics and machine learning, and ability to apply them to real-world problems.
- Expertise in a high-level programming language such as Python or R.
- PhD or exceptional Master's or Bachelor's qualification in a quantitative subject.
- Intellectual integrity and a keenly analytical approach to problem solving.
- Ability to deliver projects with high commercial value.
- Hands-on attitude and willingness to contribute to technology and projects across the firm.
- Self-organization and ability to manage time across multiple projects and competing business demands and priorities.
- Strong interpersonal skills, adaptability, and ability to establish and maintain close working relationships with quantitative researchers, technologists, traders, and senior business people.
- Confident communication skills, including the ability to argue a point concisely and respond positively to conflicting views.
Nice To Haves
- Knowledge of market structure, participants, trading venues, and microstructure in at least one major asset class.
- Experience in intraday alpha research.
- Experience building machine-learning models.
- Experience handling large datasets and tick data.
Responsibilities
- Create high-quality intraday predictive alpha signals in cash equities using order book and alternative datasets.
- Apply machine-learning techniques to alpha research.
- Conduct in-depth market-impact modeling.
- Solve optimal-execution optimization problems.
- Identify opportunities with the highest P&L potential.
- Collaborate closely with researchers across the firm.
Benefits
- Discretionary bonus.
- Competitive holiday entitlements.
- Pension/401(k).
- Life and long-term disability coverage.
- Group sick pay.
- Enhanced parental leave.
- Long-service leave.
- Two annual paid 'Mankind' days for community volunteering.
- Professional development opportunities.
- Flexible working arrangements.
- Depending on location: private medical coverage, discounted gym membership options, and pet insurance.
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Senior
