Man Group is looking to improve its global trading in financial markets utilizing high-frequency techniques
Requirements
- 5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund
- 2+ years of alpha research experience working with L3 tick data
- 2+ years of high frequency trading strategy or hight frequency execution algo design or analysis experience
- 2+ years of experience working with US equities
- Experience with Machine Learning techniques is a plus
- Expertise in Python and Linux environments
- Comfortable proficiency in C++, Java, or another low-level language
Responsibilities
- High-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons
- Trading strategy management: write strategy logic, perform post-trade analysis, and manage production deployments of high-frequency execution algorithms
- Global asset class coverage: lead the expansion of Man’s internal algorithmic execution to global equities, global futures, and other liquid electronic asset classes
- Stakeholder management: communicate updates and plans regularly to research leadership, global trading and business management
Other
- PhD or exceptional Masters / Bachelors qualification in a quantitative subject
- Able to write clear, concise, and informative technical and research reports
- 5+ years of quantitative finance experience
- 2+ years of alpha research experience
- Travel requirements not specified
