Desarrollador cuantitativo - Sistemático

Man Group is a global alternative investment management firm focused on pursuing out performance 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.

Headquartered in London, we manage $253.6 billion
* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at

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 30 June 2026

As a Quant Developer at Man Group you will be part of one of our flagship teams in Man’s systematic trading arm - Man AHL. The team works hand-in-hand with Quant Researchers focusing on equity market neutral models. Your challenges will be varied, and will involve building new alphas and new trading strategies.

Quant Developers at Man Group are all part of our broader technology team, members of a group of over sixty individuals representing eighteen nationalities. We have varied backgrounds including Computer Science, Mathematics, Physics, Engineering – even Classics - but what unifies us is a passion for technology and writing high-quality code.

Our developers are organised into small cross‑functional teams, with our engineering roles broadly of two kinds: “Quant Platform Developers” otherwise known as our “Core Techs”, and “Quant Developers” which we often refer to as “Sector Techs”. We use the term “Sector Tech” because some of our teams are aligned with a particular asset class or market sector. People often rotate teams in order to learn more about our system, as well as find the position that best matches their interests.

Our systems are almost all running on Linux and most of our code is in Python, with the full scientific stack: numpy, scipy, pandas, scikit‑learn to name a few of the open‑source libraries we use extensively. We implement the systems that require the highest data throughput in Java and C++.

We use Airflow for workflow management, Kafka for data pipelines, Bitbucket for source control, Jenkins for continuous integration, Grafana + Prometheus for metrics collection, ELK for log shipping and monitoring, Docker and Kubernetes for containerisation, Open Stack for our private cloud, Ansible and Terraform for architecture automation, and Slack for internal communication. We heavily utilise ArcticDB ( (Use the "Apply for this Job" box below). ) our in‑house developed Data Frame Database.

Our technology list is never static: we constantly evaluate new tools and libraries.

At AHL we strive to hire only the brightest and best and most highly skilled and passionate technologists.

• Exceptional technology skills; recognised by your peers as an expert in your domain
• A keen interest and understanding of financial markets and instruments
• A proponent of strong collaborative software…