Principal Quant

Tasks

- High-frequency alpha research: Design, implementation, and deployment of tick data functions and machine learning models with short time horizons - Trading strategy management: Writing strategy logic, conducting post-trade analysis, and managing production deployments of high-frequency execution algorithms - Global asset class coverage: Lead or be responsible for Man Group’s internal algorithmic execution in global equities, global futures, and other liquid electronic asset classes - Stakeholder management: Regularly communicate updates and plans to research leadership, global trading, and business management

Requirements

• 5+ years of experience in quantitative finance, ideally at a proprietary trading firm or hedge fund
• 2+ years of experience with >1,000 tick data points
• 2+ years of experience in high-frequency trading strategies, high-frequency execution algorithm design, or analysis
• 2+ years of experience with C++ and/or Python
• Experience with machine learning techniques is a plus
• PhD or an exceptional master’s degree / first-class degree in a quantitative field
• Expert knowledge of Python and Linux environments
• Proficiency in C++, Java, or another low-level language
• Able to write clear, precise, and informative technical research reports

We offer

- A dynamic environment full of opportunities - A comprehensive benefits package that includes competitive vacation time, retirement/401(k) benefits, life and long-term disability coverage, and a generous discretionary fund - Opportunities to make a difference through our charitable and global initiatives while advancing your career and taking advantage of wellness initiatives such as clear career development paths - Two annual "Mental Health Days" for community service and time off - Private health insurance, discounted gym memberships, and pet insurance (depending on location)