Man Group is a global alternative investment management firm focused on systematic, discretionary, and solutions-based investment strategies. The company is seeking a junior quantitative researcher to support systematic trading in securitized credit, conducting research into trading signals, prepayment modeling, pricing, hedging, and portfolio construction while improving analytics and trading platforms.
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 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
Benefit
A discretionary bonus
A generous holiday allowance
Flexible health and other benefits
Coaching
Mentoring
Conference attendance
Sponsorship of academic and professional qualifications
Flexible working arrangements
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
Professional development opportunities
Man Group is an investment management firm that provides hedge fund, private markets, and quantitative investment solutions.
