Systematic Quant Intern - PhD

About the role

Join Man Group’s Systematic Quant Intern Program in summer 2027, supporting equity-market quantitative investment research within Strategic Alpha Research. You will work across idea generation, complex data, statistical and machine-learning modelling, portfolio construction, and execution, while collaborating with adjacent research teams.

Responsibilities

• Identify investment ideas and innovative data sources for equity-market strategies.
• Source, gather, refine, and analyse complex datasets for modelling.
• Code statistical and machine-learning analyses to build and test predictive models.
• Interpret, present, and implement research findings.
• Research trading costs, risk models, optimisation, and portfolio construction.
• Collaborate with fixed-income and macro research teams on techniques, data, and insights.

Requirements

• PhD in computer science, statistics, mathematics, finance, economics, or a related quantitative field.
• Excellent quantitative skills grounded in econometrics, statistics, and empirical research.
• Strong programming skills, preferably in Python, with experience analysing large and complex data.
• Original research, strong problem-solving ability, and interest in investment research.
• Clear communication, interpersonal skills, organisation, and ability to manage competing priorities.

Preferred Experience

• Prior investment experience is desirable.
• Experience applying complex data modelling, machine learning, or LLM and AI techniques is desirable.