Man Global Markets High-frequency Quantitative Research Summer 2026 Internship

Man Group

New York, United States
On-site
Linear and non-linear machine learning algorithms
Hands-on experience with large data sets
Intermediate skills in python java c or c++
The High-Frequency Quantitative Research team is responsible for the full end-to-end development of low latency alphas and trading strategies

Job Summary

  • The High-Frequency Quantitative Research team is responsible for the full end-to-end development of low latency alphas and trading strategies.
  • Man Group fosters a performance-driven, meritocratic culture with a flat structure and ample opportunity for growth.
  • The team utilizes customized ML research and monetization infrastructure while engaging with the broader academic community.

Matching Summary

The High-Frequency Quantitative Research team is responsible for the full end-to-end development of low latency alphas and trading strategies.

Skills & Requirements

Must-have

  • Linear and non-linear machine learning algorithms
  • Hands-on experience with large data sets
  • Intermediate skills in Python Java C or C++
  • Deep understanding of statistics application

Nice-to-have

  • Interest in financial markets modelling
  • Ability to communicate complicated ideas clearly
  • Open source technology contributions
  • Collaborative research environment

Key Requirements

  • PhD or exceptional Masters student in penultimate year
  • Graduating between Winter and Summer 2027
  • Majoring in Computer Science Statistics Mathematics Physics Engineering or Finance

Work Rights

Not specified

Tailored Resume

Cover Letter