Man Group is looking to enhance its alpha research capabilities, specifically in cash equities, by developing predictive signals, optimizing execution, and modeling market impact to maximize realized P&L.
Requirements
- Deep understanding of statistics/ML and an ability to apply it to real world problems
- Expertise in a high-level programming language such as Python/ R
- Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes
- Experience in intraday alpha research
- Experience in building ML models
- Experience with handling large data sets and tick data
Responsibilities
- Creating high quality intraday predictive alpha signals in cash equities, from order book and alternative datasets
- Applying ML techniques to alpha research
- In-depth market impact modelling
- Solving optimal execution optimization problems
- Identifying highest P&L opportunities
- Close collaboration with researchers across the firm
Other
- 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
- PhD or exceptional Masters / Bachelor’s qualification in a quantitative subject
- Intellectual integrity with a keenly analytic approach to problem solving
- Ability to deliver projects with high commercial value
