Senior Quantitative Researcher - Algo

Tasks

The responsibilities of the Senior Quantitative Researcher - Algo include:

• Generation of high-quality intraday alpha signals for futures contracts on a time scale ranging from sub-seconds to hours, using end-of-day and alternative data
• Development of high-frequency models for execution and market making
• Development of P&L attribution methods to support the investment process
• Solving algorithmic 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 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 her field
• Ability to work independently while also being part of a larger team and managing multiple stakeholders

Advantages

The benefits of this position are:

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

Personal characteristics

The required personal qualities are:

• Master’s or PhD degree in a relevant quantitative field or a related discipline
• Intellectual integrity combined with a sharp analytical approach to problem-solving
• Ability to deliver 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
• Team player; ability to work collaboratively and maintain close working relationships with quantitative researchers, technologists, traders, and senior business partners
• Technical aptitude, with the ability to use a variety of programming languages and handle differing opinions constructively

We offer

We offer:

• Flexible work environment
• Well-being initiatives
• Programs that help you develop your talents and foster an inclusive environment for everyone within the company and beyond
• Competitive benefits package, including free life insurance, paid time off, retirement plan, and long-term disability insurance
• Opportunities to make a difference through our charitable and global initiatives while advancing your career through mentoring programs, paid time off, and sabbaticals, such as our unique "Man Weeks" program