Quant jobs / Man Group

Quant Researcher – Multi Strat

A portfolio-focused research role in Man AHL's multi-strategy team. It concentrates on alpha combination, allocation and portfolio construction, plus day-to-day fund management.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research how to combine alphas and allocate across strategies
Develop portfolio construction methods
Improve existing portfolios
Manage portfolio and risk day to day
Work with other AHL research teams

What they ask for

Required

More than two years of post-graduate buy-side or sell-side experience
Deep statistics, ML and portfolio construction knowledge
Python
NumPy, SciPy and Pandas
Handling large datasets
Risk management and portfolio risk modelling

Preferred

Portfolio management experience

Education: Not stated
Experience: More than 2 years' post-graduate buy-side or sell-side experience
Languages and tools: Python
NumPy
SciPy
Pandas
Markets: multi-asset

How to prepare

Build a simple alpha-combination and risk-parity allocation in Python
Study mean-variance optimisation and its estimation error
Review portfolio risk models and capacity estimation
Learn how to monitor live portfolios

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Man Group’s site before applying: requirements, location and pay can change after we check them.

View the posting on Man Group’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Man Group and doesn’t handle applications.