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
• 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 on the Man Systematic

Requirements

Essential

• Ability to think creatively and develop and implement original research ideas
• 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
• Hands-on attitude, ready to engage with technology and projects across the company
• Self-disciplined, able to manage time effectively across multiple projects and with competing business demands and priorities
• Strong interpersonal skills, ability to build and maintain close working relationships with quantitative researchers, technicians, traders, and senior personnel
• Confident communication; able to argue a point precisely and deal positively with conflicting views

We offer

• A working environment that promotes equal opportunities
• Opportunities for learning, skill development, and personal growth
• Extensive internal and external engagement, partnerships, and programs
• Opportunities to make a difference through our charitable and global initiatives
• Professional development and flexible working arrangements
• Comprehensive benefits package, including competitive vacation entitlements, pension fund/MPAA and long-term disability insurance, group health insurance, extended parental leave, and long-term leave