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: Leading or supporting the execution of Man Group’s internal algorithmic trades in global equities, global futures, and other liquid electronic asset classes - Stakeholder management: Regularly communicating 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 high-frequency tick data
• 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 or bachelor’s degree in a quantitative field
• Expert knowledge of Python and Unix environments
• Proficiency in C++, Java, or another low-level language
• Ability to write clear, concise, and informative technical and research reports

We offer

- A competitive compensation package that includes a base salary and a variable bonus - A comprehensive benefits package that includes the following, among other things:

• Competitive vacation entitlements
• Pension/NQDC and Life Insurance
• Group Life and Health Insurance
• Parental Leave Policy and Employee Recognition Program
• Private health insurance, discounted gym memberships, and pet insurance