Quantitative Researcher - Discretionary

Job description

The Quantitative Researcher - Discretionary role involves working within a team of quantitative researchers who deliver high-quality research to support discretionary portfolio management at Man Group.

Tasks

- Works closely with discretionary portfolio managers to generate value through signal development, data-driven modeling, testing/developing market heuristics, and testing our discretionary portfolios - Provides actionable and statistical insights from factor-based modeling, portfolio construction, and optimization - Collaborates effectively with team members and communicates complex technical concepts to a less technical audience - Stays up to date with market trends and continuously seeks opportunities to improve existing processes and promote innovation using mathematical methods

Requirements

• Familiarity with market-neutral investment strategies
• Ability to explain technical details to a non-technical audience
• Understanding portfolio construction and optimization
• Experience with risk models for stock and credit markets
• Knowledge/understanding of the structure and drivers of returns in financial markets
• Excellent academic background, preferably with a degree in a STEM subject
• Strong knowledge of Python and experience with applied data analysis and relevant libraries
• Previous experience with optimization packages such as Mosek is an advantage.
• Proficiency in using Linux and version control (e.g., GIT)
• Previous experience with credit markets is advantageous but not required.
• 2+ years of experience in a role as a quantitative researcher/trader or fundamental analyst

We offer

- A work environment that promotes equal opportunities - A comprehensive benefits package, including:

• Competitive vacation entitlements
• Pension/401k benefits
• Life and long-term disability insurance
• Generous health care
• Extended parental leave and long-term leave

- Opportunities for professional development and flexible working arrangements - Two annual "mental health" days as paid leave for community work