Man Group's High-Frequency Quantitative Research team is seeking PhD interns to research and develop low latency alphas and trading strategies, and to spearhead the development of proprietary execution algorithms using customized ML research and monetization infrastructure.
Requirements
- Experience in linear and non-linear machine learning algorithms.
- Hands-on experience of working with large data sets.
- A deep understanding of statistics and an ability to apply it to real-world problems.
- Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).
Responsibilities
- research and development of low latency alphas and trading strategies
- spearheading the development of Man Group’s proprietary execution algorithms
- responsible for full end to end trading strategy development
- uses its own customized ML research and monetization infrastructure
- research and development of low latency alphas
- research and development of trading strategies
- development of Man Group’s proprietary execution algorithms
Other
- PhD student in penultimate year of study majoring in a highly quantitative field such as Computer Science, Statistics, Mathematics, Physics, Engineering, or Finance.
- An interest in financial markets modelling and investing.
- The ability to communicate complicated ideas in a clear and concise manner.
- summer internship (expected to be between 10 – 12 weeks).
- penultimate year students only who will be graduating between Winter – Summer 2027.
