Senior Quantitative Researcher - Algo

Tasks

The responsibilities of the Senior Quantitative Researcher include:

• Generation of high-quality intraday alpha signals for futures contracts on a timeframe ranging from sub-seconds to hours, covering end-to-end processes and all alternatives
• Development of ML techniques to support research
• In-depth market impact modeling
• Solving complex optimization problems
• Identifying high-margin P&L opportunities
• Close collaboration with researchers throughout the Man system

Requirements

The requirements for this position are:

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

Further advantages

Additional benefits of this position include:

• 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 personal qualities required for this position:

• A graduate degree with a strong understanding of quantitative methods
• 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
• Self-motivated, with the ability to effectively manage time across multiple projects and competing deadlines
• Organized and motivated, with strong working relationships with quantitative researchers, technologists, traders, and senior business partners
• Clear communication to convey a specific idea

We offer

We offer:

• A dynamic environment where you can be flexible and successful
• A comprehensive benefits package, including competitive vacation time, a pension plan/GDCIS, life and long-term disability insurance, group life insurance, paid parental leave, and long-service awards
• The opportunity to grow and develop your talents through our career development programs, wellness initiatives, and rewards
• An inclusive environment where you can contribute your unique perspective