Quant jobs / Man Group

Quantitative Researcher – Mid Frequency Intraday Signals

A researcher role developing short-horizon intraday signals at Man Group's Shanghai office. It relies on tick-level data and statistical and ML forecasting.

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 (T0) signals using forecasting, statistics and ML
Study order-book and trade data
Test signals for cost, slippage and decay
Move signals from research into live trading

What they ask for

Required

Three years or more in quantitative alpha research
Strong market microstructure knowledge
Experience taking signals live
Python and quantitative research skills
Experience with large tick-level datasets
Degree in maths, statistics, computer science, physics or similar

Preferred

Education: Strong quantitative background in maths, statistics, computer science, physics or similar
Experience: 3+ years in quantitative alpha research
Languages and tools: Python
C++

How to prepare

Build a short-horizon signal from order-book data and test its decay
Learn how slippage and fees erode intraday signals
Practise handling tick datasets efficiently
Review ML for short-horizon forecasting

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.