Jobs at Man Group

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.

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.

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.

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.

Partner with Systematic business teams to support product governance, lead cross-functional projects, improve processes, manage data and dashboards, coordinate meetings and deliverables, and provide ad-hoc strategic support to enable product launches and ongoing operations.

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.

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 investment strategies, conduct research on implementation aspects, and analyze complex data for modeling and statistical analysis.

Research, develop, and implement systematic fixed income trading signals; improve strategy monetization and execution (via electronic venues like TradeWeb/MarketAxess); write scalable code and technical reports; present findings and take signals from inception to live trading.