Quantitative Researcher - Discretionary

Job description

Quantitative Researcher - Discretionary in London.

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 signal research and development, building portfolio optimization tools, and developing behavioral analytics.

Tasks

- Works closely with discretionary portfolio managers to generate value through signal development, data-driven modeling, and testing/development of market heuristics. - Works on discretionary portfolios, covering signal design/modeling, portfolio construction, and optimization. - Builds/tests signals and implements signals using traditional and alternative data sources. - Provides flexible and scalable analytics to support discretionary portfolio managers and investment strategies and make suggestions on how discretionary PM teams can benefit from them. - Collaborates effectively with team members and communicates complex technical concepts to a less technical audience. - Stay up to date with market trends and continuously seek opportunities to improve existing processes and drive innovation using quantitative methods.

Requirements

- Familiarity with market-neutral investment strategies. - Ability to explain technical details to a less technical audience. - Understanding of portfolio construction and optimization. - Experience/willingness to consider risk models for equity and credit markets. - Knowledge/understanding of the structure and drivers of returns in financial markets. - Exceptional academic background, preferably with a STEM major. - Strong knowledge of Python and experience with data analysis techniques and relevant libraries. - Previous experience with optimization packages such as Mosek is a plus. - Familiarity with using Linux and version control (e.g., GIT). - Previous experience with credit markets is preferred but not required. - Familiarity with credit markets. - 2+ years of experience in a quantitative research/trading role or as a 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
• Group sickness benefit
• Improved parental leave and long-term leave

- Opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development and taking advantage of flexible work arrangements.