Location
London

Hours
Full Time

Salary
Competitive, commensurate with experience

About the Role
Man Group is a global alternative investment management firm focused on delivering outperformance for sophisticated clients through Systematic, Discretionary, and Solutions offerings. Powered by talent and advanced technology, our investment strategies span public and private markets across all major asset classes, with a significant focus on alternatives. Headquartered in London, we manage $228.7 billion and operate globally.

We are seeking a talented Quantitative Researcher to join our discretionary investing team. The successful candidate will contribute to the development and enhancement of discretionary investment strategies through quantitative research and innovation. This role combines strong market knowledge with an interest in leveraging AI tools to support portfolio managers in their day-to-day investment process.

The PM Research team focuses on delivering high-impact research that supports discretionary portfolio management teams. Projects include researching and implementing signals, building portfolio optimisation tools, developing behavioural analytics, and creating AI tools to enhance the investment process. You will work closely with discretionary Portfolio Managers to add value through signal development, data-based modelling, and market heuristic testing, while developing deep familiarity with the markets and sectors traded.

Key responsibilities include optimising discretionary portfolios using risk modelling and portfolio construction techniques, backtesting and implementing signals from traditional and alternative data sources, and staying abreast of industry and academic innovations to identify opportunities for discretionary PM teams. You will also help integrate AI tools into PM workflows to enhance research, screening, and decision-making processes, and communicate complex technical concepts effectively to less technical audiences.

Man Group fosters an inclusive working environment that champions equality of opportunity and supports professional development, flexible working arrangements, and community engagement. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave, and long-service leave.

Experience
Previous experience in a quantitative researcher role is preferred, ideally with direct exposure to discretionary Portfolio Managers. Experience using equity risk models and optimisation packages such as Mosek is a plus. Familiarity with credit markets is advantageous but not required. Hands-on experience building AI and LLM-based tools for investment workflows is a strong plus.

About you
You have strong knowledge of financial markets, including sector-level and stock-specific drivers of returns. You are able to explain technical details clearly to a less technical generalist audience and collaborate effectively within a team. You have a keen interest in applying AI tools to investment workflows and continuously seek opportunities to improve existing processes through quantitative methods.

Qualifications
An exceptional academic background, preferably in a STEM field. Strong proficiency in Python and experience with data analysis techniques and relevant libraries are essential.