Systematic Quant Intern

About the role

Join Man Group’s Systematic Quantitative Research and Portfolio Management teams in Boston. Conduct quantitative research, develop and enhance investment strategies, analyze implementation topics, validate signals and models, monitor portfolio risks, and support portfolio management across equities, fixed income, alternatives or tax-aware strategies.

Responsibilities

• Research and develop quantitative investment strategies using econometrics, machine learning, artificial intelligence and statistical techniques.
• Analyze optimization, transaction costs, portfolio construction and other implementation aspects of quantitative strategies.
• Validate model inputs and quantitative signals supporting portfolio buy and sell decisions.
• Monitor portfolio risk, country and sector exposures, and analyze portfolio returns.
• Assess portfolio construction outputs, enhance existing signals and create new signals.
• Conduct analysis supporting client communications and the integrity of the investment philosophy.

Team Exposure

• Work alongside Systematic Quantitative Research and Portfolio Management teams.
• Gain exposure to research, investment and technical tasks involved in managing quantitative strategies for clients.
• Potentially rotate through Fixed Income, Equities, Alternatives or Tax-Aware Portfolio Management teams.

Requirements

• Strong academic record and undergraduate coursework in economics, physics, engineering, computer science, mathematics or another quantitative discipline.
• Strong programming and statistical analysis skills, including Python or R, applied to complex datasets.
• Demonstrated problem-solving ability and quantitative reasoning skills.
• Ability to develop ideas independently from first principles and test them rigorously.
• Ability to communicate complex concepts clearly to technical and non-technical audiences.
• Self-organized, with the ability to manage time effectively across multiple projects.