Senior Quantitative Researcher - Algo

Tasks

As a Senior Quantitative Researcher - Algo, you will be responsible for generating high-quality intraday predictive signals for futures. Your responsibilities include:

• Generation of high-quality intraday forecast signals for futures, ranging from fractions of a second to hours
• Modeling of RF Techniques to Improve Alpha Research
• In-depth market impact modeling
• Solving complex optimization problems
• Identification of targeted P&L opportunities
• Close collaboration with researchers throughout the Man system

Requirements

The following requirements apply to this position:

• 4+ years of professional experience on the buy-side
• Experience in generating intraday alpha signals for futures markets
• A deep understanding of statistics/MLE and the ability to apply it to real-world problems
• Expert knowledge in high-level languages such as Python
• Excellent analytical skills, recognized by colleagues as an expert in their field
• Ability to conduct research independently as well as within a larger team and to manage multiple stakeholders

Advantages

The following benefits are advantageous:

• Knowledge of market structure, participants, trading venues, and microstructure for at least one of the major asset classes
• Experience with deep neural networks
• Experience working with large volumes of data and big data

Personal characteristics

The following personal qualities are required for this position:

• PhD in mathematics or a related field, preferably with a focus on machine learning
• Intellectual integrity combined with a sharp analytical approach to problem-solving
• Ability to execute projects with high commercial value and projects across the entire company
• Ability to work effectively with technology and under tight deadlines
• Self-motivated, with the ability to effectively manage time across multiple projects and under competing deadlines
• Strong interpersonal skills to build and maintain close working relationships with quantitative researchers, technology specialists, traders, and senior business executives
• Strong communication skills to present complex ideas and challenging topics involving conflicting viewpoints

We offer

We offer a comprehensive package of benefits, including:

• Competitive vacation entitlements
• Pension, CHO, life, and long-term disability insurance
• group health insurance
• Flexible working hours
• Private health insurance
• Discounted gym memberships and more