Senior Quantitative Researcher - Algo

Tasks

The responsibilities of the Senior Quantitative Researcher include:

• Generation of high-quality intraday alpha signals for futures across various time scales (from sub-second to hourly)
• Backtesting and Evaluation of Alpha Signals and Research
• Market Impact Modeling
• Solving Strategic Optimization Problems
• Identifying targeted 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 and Ito calculus, and the ability to apply them 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

Advantages

The 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 required personal qualities are:

• Ability to pass Man Group's "European Quantitative" test in a quantitative subject
• Intellectual integrity with an analytical approach to problem solving
• Ability to execute projects with high commercial value and projects across the entire company
• A hands-on approach, with a willingness to engage with technology and infrastructure
• Self-motivated, with the ability to effectively manage time across multiple projects and competing deadlines
• Team player; ability to work collaboratively and maintain close working relationships with quantitative researchers, technologists, traders, and senior business partners
• Strong communication skills to explain a strategic plan and make decisions

Services and benefits

The benefits and perks at Man Group include:

• Competitive salary
• Group Life Insurance and Long-Term Savings Plans
• Ongoing learning and professional development opportunities
• Two annual "Make-A-Difference" days of paid leave for community service