Quantitative Researcher - Algo Research

Job description: Quantitative Researcher - Algo Research

Tasks

• Generation of high-quality intraday predictive alpha signals in futures on a scale ranging from sub-seconds to hours, from order book and alternative data sets
• Application of ML techniques to alpha research
• In-depth market impact modeling
• Solution of optimal execution optimization problems
• Identification of highest P&L opportunities
• Close collaboration with researchers across Man Systematic

Requirements

Technology and business skills

Required

• Ability to think creatively, develop original research and ideas, and implement them
• Excellent analytical skills, recognized by colleagues as an expert in his field
• Deep understanding of statistics/ML and ability to apply it to real-world problems
• Expertise in a high-level language such as Python/R

Advantageous

• 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 processing large amounts of data and tick data

Personal characteristics

• PhD or exceptional master's/bachelor's degree in a quantitative subject
• Intellectual integrity with an analytical approach to problem solving
• Ability to deliver projects with high commercial value
• Practical mindset, willing to engage with technology and projects across the company
• Self-disciplined with the ability to manage time effectively across multiple projects and with competing business demands and priorities
• Strong interpersonal skills, ability to establish and maintain close working relationships with quantitative researchers, technologists, traders, and executives
• Confident communication; able to argue a point precisely and deal positively with conflicting views

We offer

• Opportunities to make a difference through our charitable and global initiatives while advancing your career through our unique combination of exciting and rewarding work environments
• Comprehensive benefits package, including competitive vacation entitlements, pensions, vesting, and long-term disability insurance; group health insurance, extended parental leave, and service anniversaries
• Depending on the location, additional benefits such as private health insurance may be offered.