Man Group→
Numeric Quantitative Rotational Analyst at Man Group in Massachusetts
Entry LevelOn-siteFull-timeMassachusetts$90k–$105k/yr
Skills
quantitative researchportfolio managementfinancial markets - equitiestrading cost modelsrisk modelsoptimizationportfolio constructionprogramming - pythonprogramming - rstatistical analysisnumerical algorithmscluster computingdata analysis
Job Description
Summary: Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients. The Numeric Quantitative Rotational Analyst will participate in a graduate program that involves rotations through various teams, conducting research and developing strategies to improve trading in financial markets.
Responsibilities:
- Conduct research and develop strategies which will improve our trading of financial markets in equities and across the business in general
- Develop and improve quantitative investment strategies in financial markets within the Strategic Alpha Research team
- Work closely with other team members to create new and support existing strategies by identifying new investment ideas or innovative data sources
- Conduct research on various implementation aspects of investment strategies such as trading cost models, risk models, optimization, and portfolio construction
- Validate the inputs to our models as well as the output from the quantitative signals used to make buy/sell decisions
- Monitor portfolio risk and country/sector exposures, analyze portfolio returns, and conduct analysis for client communications
- Analyze the output of our portfolio construction process to ensure the integrity of our investment philosophy
- Assist research and portfolio management teams with enhancing existing signals and creating new signals
- Work directly with the research and portfolio management teams to implement new ideas and signals which explain and outperform the market
- Ensure the continued success of Raptor, our in-house Quant Platform, and build the tools, frameworks, libraries and applications which power our Quantitative Research and Systematic Trading
Required Qualifications:
- Strong academic record and undergraduate coursework in finance, mathematics, statistics, computer science, economics, or engineering
- Strong programming and statistical analysis skills (e.g., Python, R) and the ability to communicate complex ideas clearly
- Demonstrated problem solving ability
- Self-organized with the ability to effectively manage time across multiple projects and with contending business demands and priorities
- Focused on delivering value to the business with steadfast efforts to improve process
Required Skills: Quantitative Research, Portfolio Management, Financial Markets - Equities, Trading Cost Models, Risk Models, Optimization, Portfolio Construction, Programming - Python, Programming - R, Statistical Analysis, Numerical Algorithms, Cluster Computing, Data Analysis
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
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