Principal Quant

About Man Group

Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent.

Headquartered in London, we manage $213.9 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com

* As at 30 September 2025

Algo Research Team

Algo Research team is responsible for alpha research across a wide range of timescales (from high frequency up to ~48 hours), design of monetization/execution strategies and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, options).

Purpose of the Role

To research, develop, and manage strategies which will improve Man Group’s global trading in financial markets utilizing high-frequency techniques.

Specific 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

Requirements and Key Competencies

• 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