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Man GroupNew York City, NYInternship
Man Global Markets High-Frequency Quantitative Research Summer 2026 Internship
Man Group offers a 10-12 week High-Frequency Quantitative Research summer internship in New York for penultimate year PhD or exceptional Masters students in quantitative fields. Interns will work on low latency alphas, trading strategies, and proprietary execution algorithms.
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About the Team
- Man Global Markets handles execution across all asset classes and regions.
- The High-Frequency Quantitative Research team develops low latency alphas and trading strategies.
- The team creates proprietary execution algorithms and uses customized ML research infrastructure.
- Based in New York, responsible for end-to-end trading strategy development.
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Who Should Apply
- Penultimate year PhD or exceptional Masters students in quantitative fields.
- Strong academic achievement in Computer Science, Statistics, Mathematics, Physics, Engineering, or Finance.
- Interest in financial markets modeling and investing.
- Ability to communicate complex ideas clearly.
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Hiring Requirements
- Experience with linear and non-linear machine learning algorithms.
- Hands-on experience working with large data sets.
- Deep understanding of statistics applied to real-world problems.
- Intermediate programming skills in Python, Java, C, or C++.
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Working Here
- Performance-driven, meritocratic culture with a flat structure and collaborative environment.
- Modern Midtown office near Central Park with annual team away days and research off-sites.
- Open-source some technology and active in industry conferences and social media.
- Oxford lab collaboration with Oxford-Man Institute and University of Oxford ML Research Group.