Quantitative Researcher

2 weeks ago

New York, New York, United States Man Group plc Full time
About Man Group plc

Man Group plc is a leading global investment manager, providing a range of absolute return and long-only quantitative strategies that invest across traditional and alternative markets.

With over three decades of quantitative investment experience, Man Group plc is committed to constant innovation and evolution of research. It applies advanced technology and scientific rigour to every stage of the investment process, from data curation and cleaning through to signal generation, risk management and execution.

Man Group plc views risk management and trading as central to alpha generation, and its strategies are designed to understand risk, take appropriate exposures and, where necessary, dynamically adjust exposure.

The company brings together scientists, academics, technologists and finance practitioners who are driven by curiosity, intellectual honesty and a passion for solving the complex problems presented by financial markets.

Man Group plc works closely with the Oxford-Man Institute of Quantitative Finance (OMI), a unique collaboration with the University of Oxford, and leverages insights from its field-leading academic research into machine learning and data analytics.

Our Team

AHL's Fast Trading Strategies (FTS) team is responsible for the development of high Sharpe, fast frequency trading strategies across all asset classes.

The team has been running for over a decade, and currently manages a large and successful portfolio across both global futures and cash markets.

The FTS team is responsible for the full end-to-end development of the fast alpha portfolio, using a number of techniques to capture fast alphas, including machine learning, event-driven, microstructure-based, etc.

The team builds its own customised monetisation stack and optimises trading and order placement with dedicated high-frequency infrastructure.

Current Opportunities

We are seeking highly motivated individuals with a strong background in statistics and data analysis to strengthen our research efforts in liquid futures and cash equity markets.

Additionally, we seek exceptional academics, well-developed practical skills, and an affinity for financial markets.

Individuals of varying levels of experience, from Bachelor's to Doctorate degree, will be considered and matched to a role within FTS according to their skillset, interest and current team needs.

Role and Responsibilities

Quantitative researchers within FTS are responsible for developing and driving their own research agenda across all aspects of our trading, from alpha generation to portfolio construction and execution.

Specific responsibilities will include:

  • Conducting in-depth quantitative research into the behaviour of liquid financial markets.
  • Developing and back-testing novel and innovative alpha signals to predict the movements of markets over time horizons spanning from minutes to days.
  • Conducting research to improve our ability to monetise and execute on our alpha signals.
  • Engaging in peer-review of research from across the team, and Man Group plc more widely, to help drive top-quality research across the firm.
  • Working with our technologists to help improve our trading platform and infrastructure.
Hiring Requirements

We are looking for individuals with a strong academic background, with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university.

Experience of undertaking in-depth quantitative research for trading in either futures or cash equity markets is essential.

Hands-on experience of working with large data sets is also required.

An interest in financial markets modelling and investing is necessary, as well as a deep understanding of statistics and the ability to apply it to real-world problems.

Intermediate skills in at least one programming language (e.g. Python, Java, C, C++) are also required.

The ability to communicate complicated ideas in a clear and concise manner is essential.

Working at Man Group plc

Man Group plc fosters a performance-driven, meritocratic culture with a small company, no-attitude feel.

The company is flat structured, open, transparent, and collaborative, offering ample opportunity to grow and have enormous impact on what we do.

We are actively engaged with the broader research and academic community, as well as renowned industry contributors.

We host and sponsor London's PyData and Machine Learning Meetups and would like to build up a similar community in New York.

Man Group plc has proudly partnered with King's College London Mathematics School for many years, which offers employees the opportunity to supervise a group of students on a scientific research project or internship.

We open-source some of our technology.

We regularly talk at leading industry conferences, and tweet about relevant technology and how we're using it.

Our Oxford lab is collocated with the Oxford-Man Institute of Quantitative Finance and the Machine Learning Research Group in Engineering Science, University of Oxford.

Benefits

We offer competitive compensation, a generous holiday allowance, as well as various health and other flexible benefits.

We are also committed to continuous learning and development via coaching, mentoring, regular conference attendance and sponsoring academic and professional qualifications.

Base Salary Range: The anticipated base salary range for this position is $200,000 - $250,000 + benefits + a discretionary bonus.

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