Systematic Graduate Rotational Quant

About the role

Join Man Group's 20-month Systematic Graduate Rotational Quant program in Boston, working with Quantitative Research and Portfolio Management teams to develop and manage quantitative investment strategies.

Program Overview

• 20-month rotational program in Systematic Quantitative Research and Portfolio Management.
• Opportunity to join Quantitative Research or Portfolio Management teams full-time after rotation.
• Work on developing and enhancing quantitative investment strategies using statistical and machine learning techniques.
• Conduct research on strategy implementation aspects like optimization, transaction cost, and portfolio construction.
• Exposure to Fixed Income, Equities, Alternatives, or Tax Aware portfolio management teams.

Responsibilities in Quantitative Research

• Conduct research to improve trading strategies in equities and other financial markets.
• Develop strategies using econometrics, machine learning, and AI.
• Research implementation aspects such as optimization and portfolio construction.

Responsibilities in Portfolio Management

• Validate model inputs and outputs for buy/sell decisions.
• Monitor portfolio risk, country, and sector exposures.
• Analyze portfolio returns and support client communications.
• Assist in enhancing existing signals and creating new quantitative signals.

Key Competencies

• Strong academic record in quantitative disciplines like economics, physics, engineering, computer science, or mathematics.
• Proficient in programming and statistical analysis (e.g., Python, R).
• Strong problem-solving and quantitative reasoning skills.
• Ability to think creatively and independently, testing ideas rigorously.
• Effective communication of complex concepts to technical and non-technical audiences.
• Self-organized with time management skills across multiple projects.