Quantitative Researcher

Man Group

10h•Onsite

About The Position

Man Group is seeking a Quantitative Researcher with a primary focus on Cash Equities to join their Algo Research team. This team is responsible for alpha research across various time-scales, designing monetization/execution algos, and market impact modeling across major asset classes. The role involves creating high-quality intraday predictive alpha signals in cash equities using order book and alternative datasets, applying ML techniques to alpha research, in-depth market impact modeling, solving optimal execution optimization problems, and identifying P&L opportunities. The Quantitative Researcher will work closely with researchers across the firm and collaborate with technologists, traders, and senior business people.

Requirements

Ability to think creatively, to come up with and implement original research and ideas
Exceptional analytical skills; recognised by peers as an expert in one’s domain
Deep understanding of statistics/ML and an ability to apply it to real world problems
Expertise in a high-level programming language such as Python/ R
PhD or exceptional Masters / Bachelor’s qualification in a quantitative subject
Intellectual integrity with a keenly analytic approach to problem solving
Ability to deliver projects with high commercial value
Hands-on attitude; willing to get involved with technology and projects across the firm
Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities
Strong interpersonal skills; adaptability and ability to establish and maintain a close working relationship with quantitative researchers, technologists, traders and senior business people alike
Confident communicator, able to argue a point concisely and deal positively with conflicting views

Nice To Haves

Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes
Experience in intraday alpha research
Experience in building ML models
Experience with handling large data sets and tick data

Responsibilities

Creating high quality intraday predictive alpha signals in cash equities, from order book and alternative datasets
Applying ML techniques to alpha research
In-depth market impact modelling
Solving optimal execution optimization problems
Identifying highest P&L opportunities
Close collaboration with researchers across the firm