Senior Quantitative Researcher - Algo

Tasks

As a Senior Quantitative Researcher, you will be responsible for the following tasks:

• Generation of high-quality intraday alpha signals for futures contracts, ranging from sub-second to hourly intervals
• Backtesting and the use of techniques to test the robustness of research findings
• Market Impact Modeling
• Solving Strategic Optimization Problems
• Identifying targeted profit opportunities
• Close collaboration with researchers throughout the Man system

Requirements

Essential requirements:

• 4+ years of professional experience on the buy-side
• Experience in generating intraday alpha signals for futures markets
• A deep understanding of statistics and machine learning, and the ability to apply them 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
• Strong ability to work independently and as part of a larger team, and to manage multiple stakeholders

Advantages:

• 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

• PhD or master’s degree in a quantitative field
• Intellectual integrity combined with a sharp analytical approach to problem-solving
• Ability to deliver projects with high commercial value and manage projects across the entire company
• Focused and ambitious, with the ability to effectively manage time across multiple projects and competing priorities
• Self-organized
• Strong interpersonal skills to build and maintain close working relationships with quantitative researchers, technologists, traders, and senior business partners
• A confident communicator who can convey detailed analyses while addressing conflicting viewpoints

We offer

• Competitive base salary
• vacation entitlement
• Bond/VOTC coverage
• Life and long-term disability coverage
• group health insurance
• Paid parental leave
• Flexible working hours