Quantitative Developer - Execution Research Technology

About Man GroupMan Group is a premier global alternative investment management firm dedicated to delivering superior performance for discerning clients through our Systematic, Discretionary, and Solutions services. Leveraging our expertise and cutting-edge technology, our investment strategies encompass both single and multi-manager approaches, backed by rigorous research and covering public and private markets across all major asset classes, particularly in alternatives. Our partnership philosophy enables us to forge deep relationships with clients, tailoring solutions to meet their investment objectives and serve the needs of millions of retirees and savers.Headquartered in London, we manage assets worth $227.6 billion and operate from various locations worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is part of the FTSE 250 Index. For more information, please visit www.man.com.* As of 31 December 2025The Team:The AHL Macro team specializes in Macro strategies, systematically trading liquid futures and foreign exchange with holding periods that vary from monthly to intraday.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.

IMC Trading is seeking skilled quantitative researchers to craft advanced high to mid-frequency delta one trading strategies and predictive models for the Equities markets. If you are passionate about leveraging Machine Learning in trading to unlock substantial execution advantages and collaborating to elevate our firm to the forefront of the trading industry, then this opportunity is tailored for you. With a rich history of competitive advantages in market access, global presence, options expertise, and low latency, IMC has significantly benefited from the rapid advancements in Machine Learning. Our focus is on tackling some of the most compelling and transformative challenges in the trading landscape. At IMC, we believe in teamwork, open idea sharing, and collaboration across various disciplines, desks, and offices to drive success.

Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.

Man Group plc is a global alternative investment management firm headquartered in London. The company manages $227.6 billion* in assets and offers clients a range of systematic, discretionary, and solutions-based investment services. Its strategies cover both single and multi-manager models, with a strong focus on alternative assets and research across public and private markets. Man Group plc is listed on the London Stock Exchange (EMG.LN) and is part of the FTSE 250 Index. More details are available at www.man.com. *As of 31 December 2025 Role overview The Legal Counsel - Group Legal joins the in-house legal team in London. This group supports the company’s commercial and corporate strategies, manages legal risk, and upholds high standards for governance and compliance. Collaboration spans colleagues in London and international offices in the US, Europe, and Asia. What you will do Advise on a broad range of legal matters affecting Man Group’s operations Support both advisory and transactional legal work Work with commercial contracts, employment law, data protection, and real estate topics Contribute to mergers and acquisitions projects Address financial services regulatory issues as needed Location This role is based in London.

Role Overview Fasanara Capital is seeking a Quantitative Researcher in London. This position focuses on applying advanced analytical methods to support investment strategies and strengthen data-driven decisions. The role involves close collaboration with the investment team to analyze market trends and build predictive models. What You Will Do Apply quantitative techniques to research financial markets and identify patterns Develop and refine predictive models to inform investment decisions Work alongside investment professionals to translate research into actionable strategies Contribute to the team’s understanding of market dynamics with rigorous analysis Location This role is based in London, England, United Kingdom.

Man Group, a global alternative investment manager headquartered in London, oversees $227.6 billion in assets and operates across major financial markets. The firm is listed on the London Stock Exchange (EMG.LN) and is part of the FTSE 250 Index. Man Group focuses on systematic, discretionary, and solutions-based strategies, with a strong emphasis on alternative assets. The company values client partnerships and delivers tailored investment solutions for a diverse, sophisticated client base. Role overview The Client Reporting Analyst will join the Client Reporting team to help automate and modernize marketing materials and factsheets. This role involves working with automation tools, particularly Seismic software, and collaborating with teams across the firm. The position is designed for a junior candidate eager to gain broad experience in asset management, develop technical skills, and interact with senior stakeholders. What you will do Lead automation and production of fund and strategy marketing presentations using Seismic, in partnership with the Investment Services Presentation team. Support the Investment Analytics team in automating and improving client reporting tools. Learn and implement new automation tools, coding languages, and technologies as the team updates its tech stack. Oversee the production and outsourcing of factsheets, ensuring accuracy and timely completion. Contribute to other client reporting initiatives as needed. Requirements Interest in automation, reporting, and technology within asset management. Willingness to learn new tools and coding languages. Strong attention to detail and ability to manage deadlines. Comfort working with different teams and senior stakeholders. For more about Man Group, visit www.man.com.

We invite you to apply only for the position that aligns best with your skills and experience. Should our team determine you are a better fit for another opportunity, we will reach out accordingly. Position Overview:Conduct research and implement strategies within the firm’s automated trading systems.Utilize advanced statistical methods to analyze large data sets and uncover trading opportunities.Gain a comprehensive understanding of the market structures of various exchanges and asset classes. A Day in the Life of a Quant Researcher:Focus primarily on research and the implementation of trading ideas throughout the day.Prior to market opening, ensure all necessary data and processes are prepared for the trading day.During market hours, monitor the performance and behavior of strategies as needed.

At Fuse Energy, we are on an ambitious journey to revolutionize the renewable energy sector by delivering a terawatt of sustainable energy quickly and efficiently. Our innovative approach combines foundational scientific principles with state-of-the-art technology to create a vastly improved energy system. Having successfully secured $170 million in funding from notable investors such as Multicoin, Balderton, Lakestar, Accel, Creandum, Lowercarbon, Ribbit, Box Group, and prestigious strategists including Nico Rosberg, co-founder of Solana, we are poised for rapid growth.We are crafting a comprehensive energy company that spans the full spectrum—from developing solar, wind, and hydrogen projects to engaging in real-time power trading and executing distributed energy installations. By selling directly to consumers, we eliminate intermediaries, reduce costs, and pass savings directly to our customers.In addition to this, we are developing the Energy Network: a decentralized platform of intelligent devices that rewards users with Energy Dollars for electrifying their homes, shifting usage to off-peak hours, and aiding in grid stabilization. This network is essential for strengthening grid reliability—an important foundation for scaling AI data centers and other energy-intensive businesses.

Join M3 USA as an Associate Director of Quantitative Research, where you will play a pivotal role in leading cutting-edge market research initiatives in the EU. This position demands a strategic mindset and a keen analytical eye to drive impactful insights that empower our clients. You will collaborate with a diverse team of professionals and engage with stakeholders across various sectors, ensuring that our research methodologies remain at the forefront of industry standards.

About Man Group Man Group is a global alternative investment manager with headquarters in London. The firm manages $227.6 billion* in assets and operates across several international offices. Man Group plc is listed on the London Stock Exchange (EMG.LN) and is part of the FTSE 250 Index. The company specializes in Systematic, Discretionary, and Solutions investment strategies, working with both single and multi-manager approaches. Research spans public and private markets, with a significant focus on alternative assets. The team partners closely with clients to develop tailored investment solutions. More details can be found at www.man.com. *As of 31 December 2025 Role Overview: Quantitative Engineer - AHL This Quantitative Engineer position sits within Man AHL, the systematic trading division at Man Group. The role involves close collaboration with Quantitative Researchers to develop equity market neutral models. Core responsibilities include building new alpha signals and designing trading strategies. The work is varied and research-driven. The Team Quantitative Engineers are key members of a technology group that includes over sixty professionals from eighteen nationalities. Team members bring experience from Computer Science, Mathematics, Physics, and Engineering, all sharing a strong interest in technology and coding excellence. Engineering teams are structured as small, cross-functional groups. Roles are organized as either Quant Platform Developers (Core Techs) or Quant Developers (Sector Techs), which enables alignment with specific asset classes or market sectors. Team members often rotate between groups, gaining exposure to different systems and finding the best fit for their skills and interests.

At Jump Trading Group, we are dedicated to pioneering world-class research in the financial sector. We empower the brightest minds in Mathematics, Physics, and Computer Science to explore scientific frontiers, surpass them, and harness cutting-edge research to innovate within global financial markets. Our culture fosters constant innovation, encouraging fearlessness, creativity, intellectual honesty, and a competitive spirit. We believe in collaborative success, unlocking unique individual talents through teamwork and mutual respect. At Jump, our research outcomes extend beyond superior risk-adjusted returns; we design, develop, and implement technologies that reshape industries, fund startups across various sectors, and collaborate with leading global research institutions and universities to address complex challenges.The quantitative trading teams at Jump Trading delve into the intricacies of global markets, striving to comprehend the complexities of diverse traded products and exchanges. They utilize their exceptional statistical analysis and data mining expertise, applying research findings to forecast trends and create profitable predictive trading models.

Graham Capital Management, L.P. is a premier alternative investment management firm, established in 1994 by Kenneth G. Tropin. We specialize in innovative discretionary and quantitative macro strategies with a focus on delivering robust, uncorrelated returns across diverse market conditions. Renowned as one of the longest-standing global macro and trend-following managers, we are committed to continuous improvement and innovation through a strong investment, technology, and operational framework. Our dual approach in discretionary and quantitative trading allows us to provide a comprehensive suite of alpha strategies, anchored in meticulous portfolio construction, proactive risk management, and strategic diversification.At Graham, we believe that our people are the cornerstone of our sustainability and success. We aim to foster talent, promote diverse perspectives, and honor the contributions of every individual, creating a collaborative environment where all employees contribute to the growth and success of one another.Job OverviewWe are looking for a dynamic Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The successful candidate will spearhead research and development initiatives aimed at enhancing our current trading systems while also generating new systematic trading signals to enrich and diversify our primary strategies. By leveraging advanced quantitative analysis techniques, risk management, and portfolio optimization, this role will be pivotal in maximizing performance and competitive edge. Additionally, this role offers the unique opportunity to manage an individual alpha-generating portfolio.

About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.

We are seeking a skilled and motivated Quantitative Research Engineer to enhance our data and research platforms. In this pivotal role, you will work closely with our quantitative researchers, employing your engineering and data science expertise to create innovative tools and methodologies that boost research productivity. Your contributions will help optimize the research process, refine data analysis capabilities, and drive overall efficiencies in research efforts. This position demands a robust technical foundation, exceptional problem-solving abilities, and a collaborative spirit to work effectively with cross-functional teams. Key Responsibilities:Partner with quantitative researchers to identify workflow challenges and develop technical solutions that enhance research productivity.Design, develop, and maintain software tools and frameworks that improve the efficiency of research tasks, including data collection, preprocessing, and analysis.Implement advanced data processing algorithms and statistical methods to streamline research workflows and enhance analytical capabilities.Utilize your expertise in software engineering and machine learning to construct scalable systems for large-scale data analysis and experimentation.Conduct code reviews and mentor junior research engineers, ensuring high code quality and adherence to best practices.Collaborate with diverse teams to integrate research tools into existing infrastructures.Evaluate and implement third-party tools and libraries to optimize the research process.Engage in research discussions, providing technical insights to improve methodologies and strategies.Assist in creating documentation, user guides, and training materials for research tools and processes.

Join Our Team as a Quantitative ResearcherAt Jane Street, we are seeking talented Quantitative Researchers to develop advanced models, strategies, and systems for pricing and trading financial instruments. Your expertise in experimental design, dataset generation, time series analysis, feature engineering, and model building will be pivotal in harnessing financial datasets. Collaborate with a dynamic team of experts who will challenge your ideas and refine your methodologies.Our collaborative environment places researchers, engineers, and traders in close proximity, allowing for seamless teamwork in training models, architecting systems, and executing trading strategies. We handle vast amounts of data and leverage an expansive GPU cluster with tens of thousands of high-performance GPUs. Daily tasks may involve deep analysis of market data, fine-tuning hyperparameters, enhancing distributed training performance, or understanding how our models perform in live trading.We embrace a diverse range of statistical and machine learning techniques, from linear models to deep learning, tailoring our approach to meet the unique challenges we face. The most successful researchers are those who possess a deep curiosity about how their work contributes to our overarching trading operations and adapt their insights into actionable strategies.

About the Role Jane Street is seeking enthusiastic Quantitative Researchers to join our dynamic team. In this role, you will collaborate closely with seasoned researchers to develop sophisticated models, strategies, and systems aimed at pricing and trading financial instruments. You will gain valuable insights into experiment design, dataset generation, time series analysis, feature engineering, and model building tailored for financial datasets. Our unique environment fosters collaboration between researchers, engineers, and traders, allowing for seamless interaction as we train models, architect systems, and execute trading strategies. With access to petabytes of data, a robust computing cluster featuring hundreds of thousands of cores, and an expanding GPU cluster housing tens of thousands of high-performance GPUs, you will engage in a wide range of activities—from analyzing market data and optimizing hyperparameters to debugging distributed training performance and evaluating our models' trading behavior in real-time. At Jane Street, we embrace diverse modeling approaches, prioritizing the application of various statistical and machine learning techniques, from linear models to deep learning, depending on the challenge at hand. Our most successful researchers possess a keen curiosity about how their contributions integrate into our broader trading operations and how to translate their findings into actionable strategies.

QUANTITATIVE RESEARCHER (EMEA)About KeyrockEstablished in 2017, Keyrock is a premier digital asset market maker, boasting a diverse team of over 200 professionals from 42 nationalities. We operate across more than 80 exchanges and manage desks in market making, options, OTC, and DeFi. Known for our technology-driven approach, our Rust-based trading systems are at the forefront of shaping the future of digital asset markets.The OpportunityKeyrock is expanding its Algorithmic Market Making (MM) desk, and we are on the lookout for a skilled Quantitative Researcher located in Europe (with the possibility for remote work) to enhance our team’s profitability. This is a unique opportunity to channel your enthusiasm for markets and innovative problem-solving into the dynamic realm of high-frequency systematic trading in cryptocurrencies. You will gain exposure to state-of-the-art trading strategies in a rapidly evolving market landscape, where complex challenges present opportunities for creative solutions.Key ResponsibilitiesConduct research to develop alpha-generating signals.Create statistical models and machine learning frameworks.Collaborate with developers and traders to implement strategies.Contribute to various aspects of the profit pipeline, including alpha generation, inventory management, risk management, execution, and strategy logic.Experience, Skills & QualificationsMinimum of 3 years of quantitative research experience within a high-frequency trading (HFT) or medium-frequency trading (MFT) systematic environment.An advanced degree in a quantitative discipline is preferred (e.g., Mathematics, Physics, Computer Science, Engineering).Proficient in Python with a proven record of research success.Demonstrates critical thinking and data-driven decision-making skills.Exhibits entrepreneurial drive.Familiarity with leading modeling and learning methodologies.Experience with the performance demands of HFT and understanding of system adaptations required for low latency competition.Experience in both traditional finance and cryptocurrency markets is highly advantageous.Exceptional communication skills and fluent in English to collaborate effectively.

At Maven Securities Holding Ltd, we specialize in deploying rigorously researched strategies across futures, options, and equities. Our Systematic Alpha team utilizes cutting-edge technology to execute a scientific and methodical approach to trading. We foster a flexible research environment that empowers our team members to develop, test, and implement innovative ideas efficiently. By valuing creativity and collaboration, we ensure a supportive atmosphere that maximizes our team's potential. Our commitment to excellence allows us to elevate proven strategies across diverse alpha sources and time horizons using state-of-the-art execution technologies.The Role: Collaborate with fellow researchers to conceptualize and develop new trading strategies and signals. Engage in risk management discussions and contribute to trading operations while gaining exposure to the entire investment pipeline.