Systematic Graduate Rotational Quant

Man Group•Boston, MA

5h•$90,000 - $100,000

About The Position

Join Man Systematic’s Quant Rotational Program with an opportunity to work alongside the Systematic Quantitative Research and Portfolio Management teams. Following a 20-month rotation, the Systematic Graduate Rotational Quant will have an opportunity to join the Quantitative Research or Portfolio Management teams full-time. Within the Quant Research team, you will conduct research and develop strategies which will improve our trading of financial markets in equities and across the business in general. You will develop and enhance quantitative investment strategies using statistical and quantitative techniques, including econometrics, machine learning, and/or AI. In addition to developing new trading strategies, you will also get the opportunity to conduct research on various implementation aspects of quant strategies such as optimization, transaction cost, and portfolio construction. Within the Portfolio Management teams, you will gain exposure to a broad spectrum of research, investment, and technical tasks – gaining exposure to what it means to own a quant strategy for a client. That will involve both validating the inputs of our models as well as the output from the quantitative signals used to make buy/sell decisions. You will monitor portfolio risk and country/sector exposures, analyze portfolio returns, and conduct analysis for client communications. You will analyze the output of our portfolio construction process to ensure the integrity of our investment philosophy, assist research and portfolio management teams with enhancing existing signals, and create new signals. You will potentially rotate through the Fixed Income, Equities (EM or DM), Alternatives or Tax Aware portfolio management teams.

Requirements

Strong academic record and undergraduate coursework in a quantitative discipline such as economics, physics, engineering, computer science, mathematics, etc.
Strong programming and statistical analysis skills (e.g., Python, R), with the ability to apply statistical and quantitative techniques to complex datasets.
Demonstrated problem solving ability and ability to quantitatively reason around problems.
Ability to think creatively and independently, developing ideas from first principles and testing them rigorously.
Ability to communicate complex concepts clearly to both technical and non-technical audiences.
Self-organized with the ability to effectively manage time across multiple projects.

Responsibilities

Conduct research and develop strategies to improve trading of financial markets in equities and across the business.
Develop and enhance quantitative investment strategies using statistical and quantitative techniques, including econometrics, machine learning, and/or AI.
Conduct research on implementation aspects of quant strategies such as optimization, transaction cost, and portfolio construction.
Validate the inputs of our models and the output from quantitative signals used to make buy/sell decisions.
Monitor portfolio risk and country/sector exposures.
Analyze portfolio returns.
Conduct analysis for client communications.
Analyze the output of our portfolio construction process to ensure the integrity of our investment philosophy.
Assist research and portfolio management teams with enhancing existing signals and creating new signals.
Potentially rotate through Fixed Income, Equities (EM or DM), Alternatives or Tax Aware portfolio management teams.