Jobs at Man Group

Supports quantitative portfolio management by validating investment signal inputs and outputs, monitoring portfolio risk and exposures, analyzing returns, evaluating portfolio implementation, identifying data-quality issues, and assisting with investment research and client communications. The role involves large datasets, financial statement analysis, coding, and collaboration with portfolio managers, research teams, and data vendors.

Conduct quantitative research for systematic securitized-credit trading strategies, focusing on agency MBS and CMOs. Responsibilities include developing trading signals, prepayment models, pricing and hedging analytics, researching new markets, improving systematic trading infrastructure, and supporting portfolio managers. The role requires applied statistics, programming, financial markets expertise, and communication skills, with AI tools used to improve research and trading workflows.

Manage Man Group’s global social media strategy, primarily across LinkedIn, including organic, paid, advocacy, and influencer channels. Create and coordinate written, video, and visual content; maintain brand voice; manage content calendars; monitor engagement and trends; analyze performance metrics; and support campaigns. The role collaborates across marketing, communications, people, regional teams, agencies, and partners, while mentoring a social media analyst. This is a 12-month fixed-term contract.

Supports fund-rechargeable expense processing, invoice coding and approvals, disputed invoice resolution, month-end accruals, customer invoicing, bank reconciliations, cash claims, management reporting, and financial controls. The role coordinates with Accounts Payable, Market Data, Procurement and Payment Operations teams, monitors workflows, investigates discrepancies, and contributes to process improvements and ad hoc projects.

Technology interns spend 3–6 months embedded in teams developing software, DevOps, or data engineering solutions for Man Group’s investment and technology platforms. Responsibilities may include enhancing quantitative investment systems, integrating datasets, extending execution and order management systems, and supporting core infrastructure. Interns receive training, mentoring, and cross-functional exposure, complete technical assessments and interviews, and may be considered for a graduate technology programme.

Conduct quantitative research for multi-strategy investment portfolios, focusing on alpha combination, allocation, portfolio construction, and capacity evaluation. Improve existing portfolios, manage daily portfolio and investment risk, develop portfolio construction methods, and collaborate with quantitative researchers, technologists, traders, and other research teams. The role requires strong analytical, statistical, machine learning, programming, large-data handling, and portfolio risk-modelling skills.

Manage investor onboarding, KYC/AML documentation, fund operations, NAV oversight, trade lifecycle reconciliations, expenses, and client reporting. Coordinate China market access and account-opening documentation for QFII/RQFII, CIBM Direct, Bond Connect, and derivatives markets. Liaise with custodians, brokers, regulators, Legal, Compliance, Trading, and Fund Management. Maintain operational files and FTP workflows, monitor cash, margin, fees, proxy voting, and official statements, and support fund launches involving China exposure.

Provides administrative and operational support to systematic investment teams, including calendar and travel management, client meeting coordination, meeting materials, event support, mailbox monitoring, office coordination, and cross-office administrative collaboration. The role supports portfolio managers and client portfolio management teams while handling multiple priorities in a fast-paced environment.

Supports People analytics and reporting by building dashboards, producing management information, responding to data queries, and creating visual insights. The role also explores AI and automation opportunities, pilots new tools, supports process transformation, and develops skills in Power BI, Excel, data modelling, and Workday data flows. It requires careful handling of confidential data, attention to accuracy, collaboration, and a proactive commitment to learning.

Build and maintain a high-performance Order Management System supporting systematic investment strategies and millions of annual orders. Collaborate with traders, quantitative researchers, and operations across the full trading lifecycle, including equities, swaps, and futures. Develop Java microservices and web applications using event-driven architecture, support production systems, and improve scalability and robustness. The role requires strong Java, SQL, Linux, distributed systems, and agile engineering skills, with opportunities to work in front-office financial technology.

Develop and improve quantitative equity investment strategies across the full research lifecycle, including idea generation, complex data sourcing, signal construction, statistical and machine learning analysis, portfolio construction, risk modeling, trading cost analysis, and execution. The role requires presenting research findings, collaborating with investment research teams, and applying advanced quantitative methods to real investment problems.

Supports onboarding of new funds, managed accounts, and products by coordinating technical and operational setup. Works with portfolio managers, trading desks, legal teams, clients, and counterparties to establish workflows, documentation, accounts, and launch requirements. Maintains fund and security reference data, resolves onboarding queries, completes questionnaires, supports product launches, and ensures processes meet internal controls, audit, and compliance requirements.

A 12-week internship with Man AHL’s Investment and Data Implementation team. Interns will support quantitative model and systematic trading system changes, data implementation, process improvement, testing, and analytics across asset classes. The role involves collaborating with portfolio management, quantitative research, technology, and external counterparties while developing technical, analytical, organizational, and communication skills.

Conduct quantitative research for systematic investment strategies across alpha research, portfolio construction, execution research, and risk management. Develop and implement trading strategies, analyze unconventional datasets, apply statistical and mathematical techniques, follow financial research, and collaborate with research teams. The program includes three six-month rotations, formal training, and mentorship.

Conduct quantitative research across systematic investment strategies, analyzing large datasets, portfolio risks, signals, and fund outcomes. Develop analytics, KPIs, reporting mechanisms, and tools used by portfolio managers and researchers. Partner with quantitative researchers, traders, technologists, and portfolio managers to uncover insights and improve decision-making. Apply statistical techniques, programming, risk management, and modern AI tooling to solve complex problems.

Manage regulatory compliance for Man Group’s Hong Kong entity, serving as liaison with SFC, HKMA, and HKEX. Advise business teams on regulations, licensing, products, and investment or trade compliance; maintain policies, monitoring, restricted lists, and regulatory filings; review marketing and offering materials; oversee issues and complaints; support AML/CTF activities as MIHK MLRO; and lead regional compliance projects and regulatory advocacy.

Research and live-trade systematic alpha signals across futures and FX markets. Responsibilities include managing the research pipeline from data acquisition and signal construction through robustness testing, monetization, and post-live analysis. The role also involves portfolio construction, risk analysis, large-scale data handling, collaboration with researchers, technologists, traders, and stakeholders, and mentoring junior researchers.

Develops Systematic investment communications for clients, including fund marketing materials, RFPs, DDQs, quarterly updates, and responses to client inquiries. Collaborates with Sales, Client Portfolio Management, Portfolio Management, and other stakeholders to deliver accurate, compelling content about quantitative investment strategies. The role also supports client relationships, improves materials and processes, and initiates projects that add value to clients and the sales organization.

Supports traders and portfolio managers with trade booking, settlement, position breaks, option expiries, fund limits, and downstream operational issues. Captures securities trades for US teams, coordinates with Compliance, Legal, IT, Investment, and Settlement teams, and manages handoffs between London and US operations. Requires strong internal client service, ethical standards, compliance awareness, communication, and teamwork.

Produce monthly performance and risk reports for retail and institutional fund clients across multiple strategies. Analyze market movements, performance contribution and attribution, and exposure data. Publish weekly performance newsletters and support reporting-based projects while collaborating with investment, compliance, sales, product, and performance teams. The role requires strong financial-market knowledge, advanced Excel skills, accurate data handling, effective communication, and independent workload management.