Man Global Markets High-Frequency… at Man Group · New York

Summary: Man Group is a global alternative investment management firm focused on delivering outperformance for sophisticated clients through various investment strategies. They are seeking a summer intern for their High-Frequency Quantitative Research team, which is responsible for developing trading strategies and execution algorithms using machine learning and quantitative research techniques. Required Qualifications: - PhD student or exceptional Masters student in penultimate year of study majoring in a highly quantitative field such as Computer Science, Statistics, Mathematics, Physics, Engineering, or Finance - Experience in linear and non-linear machine learning algorithms - Hands-on experience of working with large data sets - An interest in financial markets modelling and investing - 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++) - The ability to communicate complicated ideas in a clear and concise manner Required Skills: Machine Learning, Large Data Sets, Financial Markets Modelling, Statistics, Python, Java, C, C++ Internship Start Date: Start in 2026 Summer Benefits: Competitive holiday entitlements, Pension/401k, Life and long-term disability coverage, Group sick pay, Enhanced parental leave, Long-service leave, Private medical coverage, Discounted gym membership options, Pet insurance