Quantitative Researcher - Discretionary

About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent.

7 billion* and operate across multiple offices globally. LN and is a constituent of the FTSE 250 Index. com At Man Group, we respect your privacy and we are committed to protecting and safeguarding your Personal Data.

We have developed policies and processes which are designed to provide for the security and integrity of your Personal Data. We are committed to Processing your Personal Data fairly and lawfully, and being open and transparent about such Processing. For further information on how we process your data, please see the privacy notice for applicants here * As at 31 March 2026 Purpose of Role: We are looking for a talented quantitative researcher to join the team to further the use of quantitative methods within discretionary investing at Man Group.

The ideal candidate will contribute to the development and enhancement of discretionary investment strategies through quantitative research and innovation, combining strong market knowledge with an interest in helping portfolio managers leverage AI tools in their day-to-day process. The Team: PM Research is a team of quantitative researchers focused on delivering high-impact research that supports discretionary portfolio management teams at Man Group. We work on a wide range of projects - including researching and implementing signals, building portfolio optimisation tools, developing behavioural analytics, and building AI tools to support the investment process - that directly shape the way in which our portfolio managers invest and trade.

Responsibilities

: Work closely with discretionary Portfolio Managers to add value to their process through signal development, data-based modelling, and testing/developing market heuristics, developing deep familiarity with the markets and sectors they trade. Work to optimise our discretionary portfolios, using risk modelling, portfolio construction, and optimisation. Backtest and implement signals using both traditional and alternative data sources.

Follow industry and academic literature for innovations in quantitative strategies (and more generally) and suggest how discretionary PM teams can profit from them. Collaborate effectively with team members and communicate complex technical concepts to a less technical audience. Stay updated with market trends and continuously seek opportunities for improvement of existing processes and innovation using quantitative methods.

Help PMs identify and integrate AI tools into their workflow where they add value to research, screening, or decision-making. Your Skills / Experience : Ability to explain technical details to a less technical generalist audience. Understanding of portfolio construction and optimisation.

Experience of using equity risk models. Strong knowledge of financial markets, including the sector-level and stock-specific drivers of returns. Exceptional academic background, preferably in a STEM field.

Strong knowledge of Python and experience of data analysis techniques along with relevant libraries. Previous experience with optimisation packages such as Mosek is a plus. Familiarity with credit markets is advantageous but not required.