Quant jobs / Man Group

Quantitative Researcher – Cash Equities

A researcher role in Man Group's Algo Research team, which works on intraday alpha, execution algorithms and market impact. The focus is cash equities.

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.

Build intraday alpha signals from order book and alternative data
Apply ML to short-horizon prediction
Model market impact in depth
Solve optimal execution problems
Work with systematic teams across the firm to raise P&L

What they ask for

Required

Creative original research
Deep statistics and ML knowledge
High-level programming such as Python or R
PhD or exceptional master's or bachelor's in a quantitative subject
Strong analytical skills

Preferred

Knowledge of market structure and microstructure
Intraday alpha research
ML modelling
Tick data and large datasets

Education: PhD or exceptional master's or bachelor's in a quantitative subject
Experience: Not specified; experts in their domain expected
Languages and tools: Python
R
Markets: equities, futures, fx, options

How to prepare

Build an order-book imbalance signal and test it on tick data
Study market impact models such as square-root impact
Review optimal execution (Almgren-Chriss style)
Practise ML evaluation on noisy intraday data

What to study

The HFT Quantitative Researcher 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.