Man Group is a global alternative investment management firm focused on systematic, discretionary, and solutions-based investment strategies. The Junior Quantitative Researcher will research agency mortgage-backed securities and collateralized mortgage obligations, develop trading strategies and signals, and improve systematic trading and analytics platforms for securitized products.
Researching, scoping, and onboarding new securitized markets and sectors
Improving our systematic trading platform for securitized products, following markets & research
Doing novel research on trading signals, prepayment modeling, pricing, and hedging
Utilizing AI tools across all above responsibilities to make research & trading more efficient & impactful
Qualification
Required
a background in agency mortgage-backed securities (MBS) and CMOs
A degree in a quantitative discipline — engineering, mathematics, physics, computer science or similar
At least a year working with agency MBS: on a buy-side desk, at a dealer, or an analytics vendor
Understanding of Agency MBS concepts: TBA, rolls, payup-ups, collateral attributes, prepayment behavior and drivers
Strong applied statistics and programming ability: the judgement to tell a real result from noise, and the discipline to write code others can read, test and build on
The ability to discuss and present complex ideas in an intuitive, easy to follow way
Preferred
understanding of CMO structures (IO/PO/Floater), GSE program types, Prepayment model calibration or validation, various spreads & durations, systematic back-testing and portfolio construction
Benefits
Benefits and a discretionary bonus
Opportunities for professional development and career advancement
Flexible working arrangements available
Two annual 'Mankind' days of paid leave for community volunteering
Competitive holiday entitlements
Pension/401k
Life and long-term disability coverage
Group sick pay
Enhanced parental leave
Long-service leave
Depending on your location, private medical coverage
Depending on your location, discounted gym membership options
Depending on your location, pet insurance
Man Group is an investment management firm that provides hedge fund, private markets, and quantitative investment solutions.
