Quantitative Researcher - Discretionary

Purpose of the role

We are looking for a talented quantitative researcher to join our team and drive the use of quantitative methods in discretionary investing at Man Group. The ideal candidate will contribute to the development and improvement of discretionary investment strategies through quantitative research and help build strong market knowledge, with an interest in helping portfolio managers leverage AI tools in their daily processes.

The team

PM Research is a team of quantitative researchers focused on producing high-quality research to support discretionary portfolio management at Man Group. The team works on a variety of projects, including measuring and benchmarking signals, building predictive models, developing behavioral analyses, and creating AI tools to support the investment process.

Your tasks

* Collaborating with discretionary portfolio managers to add value to their process through signal development, data-driven modeling, and the testing and development of market heuristics, and to develop a deep understanding of the markets and sectors in which they operate. * Innovating our discretionary portfolios through mixed modeling, portfolio construction, and optimization * Backtesting and implementing signals using traditional and alternative data sources * Rigorously pursuing research and standards to ensure that quantitative strategies (and, more generally) and recommendations on how discretionary PM teams can benefit from them * Collaborate effectively with team members and communicate complex technical concepts to a broad technical audience * Stay up to date with market trends and continuously seek opportunities to improve existing processes and generate new ideas through quantitative research * Help PMs integrate AI tools into their workflow where they add value to research, screening, or decision-making

Your skills and experience

* Ability to derive insights from large datasets and draw actionable conclusions * Experience with equity risk models * Knowledge of stochastic models, including but not limited to option pricing models * Strong knowledge of Python, preferably at the STM level * Strong foundation in physics, mathematics, or similar scientific disciplines, as well as relevant libraries * Background in portfolio management or related fields; a PhD is a plus * Previous experience with optimization packages such as Mosek is a plus * Familiarity with credit markets is advantageous but not required * Daily experience working with large datasets, experience working with discretionary portfolios, and/or a technical background in a similar environment—ideally with an LLM—is a plus * Excellent programming skills

We offer

* A comprehensive benefits package that includes a contributory pension plan, vacation time, gym membership/VPN/Wi-Fi, and long-term disability coverage * Group health insurance, extended parental leave, and long-term service benefits * Depending on your location, you may enjoy additional benefits such as private health insurance, discounted gym memberships, and pet insurance * Flexible work arrangements and opportunities for professional development * A work environment that promotes quality and equal opportunity * A culture driven by a desire to learn, innovation, and values