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Senior Quantitative Researcher – Algo

Man Group

Recently Verified
Quant ResearchAsset ManagementSenior (6-10 yrs)On-siteHedge Fund

Join Man Group's systematic research team to build intraday ML-driven alpha signals for futures markets — where frontier machine learning meets institutional buy-side trading at $170B scale.

AI → Finance

Location

London, UK

Posted

Mar 24, 2026

Insider Signals

Beta

Company AI Context

AI Maturity

leader

AI Team Size

Man AHL systematic research team; part of Man Group's 1,400+ global employees managing $170B AUM

Tech Stack

pythonc++alternative-data-pipelinesml-frameworks

Recent News

Man Group is one of the world's largest publicly traded hedge fund managers with ~$170B AUM, known for pioneering systematic and quantitative investing strategies since the 1980s.

Conduct intraday alpha research for futures markets at one of the world's largest systematic hedge funds, applying ML to sub-second to hourly predictive signals.

## About the Role Man Group is a global, technology-empowered active investment management firm with approximately $170B in assets under management. This role sits within the systematic research teams at Man AHL/Man Numeric, focused on intraday alpha research for futures markets — creating predictive signals across sub-second to hourly timeframes using order book data and alternative datasets. ## Responsibilities - Create intraday predictive alpha signals spanning sub-second to hourly timeframes using order book and alternative datasets - Apply machine learning to alpha research and signal development - Conduct market impact modeling and optimal execution optimization - Identify high P&L opportunities through rigorous quantitative analysis - Collaborate with systematic research teams across the organization ## Requirements - 4+ years of buy-side work experience - Intraday alpha building experience for futures markets - Statistics and ML expertise with real-world application - Proficiency in Python - PhD, or exceptional Master's/Bachelor's in a quantitative field (Mathematics, Physics, Statistics, Computer Science) - Exceptional analytical skills recognized by peers - Advantageous: market microstructure expertise, deep neural network experience, large tick data handling

Skills & Technologies

PythonMachine learningIntraday alphaFutures marketsStatistical modelingOrder book analysisMarket microstructureDeep learning

Best Backgrounds

  • Quantitative researchers with buy-side experience
  • ML researchers with financial time-series and signal processing backgrounds
  • Academic researchers in statistical modeling or stochastic processes

Related Titles to Explore

  • Quantitative Researcher
  • Quant Analyst
  • Systematic Researcher
  • Alpha Researcher

Career Bridge Playbook

Beta

Career paths into this role

Quant Researcher at Hedge Fund
ML Researcher
Academic Quantitative Finance Researcher

Where this role leads

Principal Researcher
Head of Systematic Research
Portfolio Manager

Transition Difficulty

hard

Key Skill Gaps to Close

  • Buy-side trading experience
  • Futures market microstructure
  • Alpha signal development

Skills used in this role

Technical

pythonmachine-learningstatistical-modelingdeep-neural-networksorder-book-data

Domain

intraday-alpha-researchfutures-marketsmarket-microstructuremarket-impact-modeling

Soft Skills

intellectual-integrityindependent-researchcross-team-collaboration

Interested in this role?

Apply directly on the company's career page.

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