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As a Quant Developer at Man Group, you will build new alphas and trading strategies, collaborating with Quant Researchers in a dynamic tech environment for systematic trading.

Work with quantitative researchers and portfolio managers to onboard datasets, implement trading signals, build portfolio optimization and visualization tools, enhance research platforms, and performance-tune production systems for high-throughput quantitative applications.

Support the convertible investments team by updating models and prices, assisting trading and research, consolidating pricing data, coordinating tech integrations and central business units, and monitoring funding, risk and PnL reports.

The role involves managing US tax compliance, providing technical expertise on US tax laws, and leading tax projects while collaborating with stakeholders and service providers.

The Portfolio Risk Analyst will identify, measure, and mitigate various risks, develop risk frameworks, report on economic capital, and oversee structured products and risk functions.

Supports hedge fund and private credit middle-office operations, including NAV oversight, cash and payment processing, pricing governance, P&L analysis, reconciliations, client reporting, fee oversight, financial statement preparation, and service-provider management. The role also monitors operational risks, maintains controls and procedures, and improves processes while coordinating with portfolio managers, clients, fund administrators, banks, auditors, and other counterparties.

Manage client portfolio relationships for systematic investment strategies, representing investment offerings to investors and explaining complex quantitative concepts. Responsibilities include quantitative and qualitative analysis, responding to technical client questions, collaborating with research, sales, marketing, legal, compliance, and middle-office teams, and leading innovative projects from planning through delivery. The role also supports proposals by analyzing client objectives and requirements.

Lead the creation of Market Data Operations, manage Bloomberg and LSEG entitlements, maintain security master and identifier mappings, track enterprise data usage and costs, support exchange declarations/audits, resolve data quality issues, automate workflows, and provide stakeholder support for portfolio managers, traders, researchers and data teams.

Research and develop AI-driven quantitative investment strategies for the China research team. Use LLMs, NLP, alternative data and deep/reinforcement learning to generate alpha, build scalable data pipelines, implement and backtest models, ensure interpretability, and support implementation including ML-based trading cost and risk models through to trade execution and portfolio construction.

Work with quantitative researchers and portfolio managers to onboard datasets, implement trading signals, build portfolio optimization and data visualization tools, enhance research platforms, and performance-tune production code using efficient numerical algorithms and cluster computing.