Quantitative Researcher - Algorithmic Research

at  Man Group plc

THE TEAM

Man Central Trading (CT) is responsible for trade execution across a wide range of asset classes covering the global needs of all investment managers within Man group. The Algorithmic Research team is responsible for algorithm development, fast signal research and market impact modelling with the aim of maximizing P&L. We work in close collaboration with various systematic research teams across Man Group to maximise realized P&L of strategies. Algorithmic Research is one of the key focus areas for Man Group.

We are looking for a Quantitative Researcher whose responsibilities will include:

• Analysis of tick data, microstructure patterns and order book dynamics
• Creating high quality intraday predictive signals in different asset classes
• Research of high frequency signals/features
• Modelling fill rates/intraday liquidity
• In-depth market impact modelling
• Solving optimal execution optimization problems
• Using ML techniques where appropriate
• Simulation of order execution strategies
• Identifying highest P&L opportunities
• Close collaboration with researchers across the firm

TECHNOLOGY AND BUSINESS SKILLS

We strive to hire only the brightest, most highly skilled, and passionate Quantitative Researchers.

Essential

• Ability to think creatively, to come up with and implement original research and ideas
• Exceptional analytical skills; recognised by peers as an expert in one’s domain
• Deep understanding of statistics and an ability to apply it to real world problems
• Expertise in a high-level programming language such as Python/ R
• Experience of handling large data sets and tick data

Advantageous

• Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes
• Experience in algorithmic execution, market making or intraday alpha research
• Expertise in market impact modelling
• Experience in building large ML models

Personal Attributes

• Exceptional academic record and a degree in a STEM field from a leading university
• Intellectual integrity with a keenly analytic approach to problem solving
• Ability to deliver projects with high commercial value
• Hands-on attitude; willing to get involved with technology and projects across the firm
• Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities
• Strong interpersonal skills; ability to establish and maintain a close working relationship with quantitative researchers, technologists, traders and senior business people alike
• Confident communicator, able to argue a point concisely and deal positively with conflicting views

• Analysis of tick data, microstructure patterns and order book dynamics
• Creating high quality intraday predictive signals in different asset classes
• Research of high frequency signals/features
• Modelling fill rates/intraday liquidity
• In-depth market impact modelling
• Solving optimal execution optimization problems
• Using ML techniques where appropriate
• Simulation of order execution strategies
• Identifying highest P&L opportunities
• Close collaboration with researchers across the fir