Quantitative Researcher Volatility
Quantitative Researcher Volatility
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Job Description
About Man AHL
Man AHL is one of the worlds longest running diversified systematic investment managers trading in over 800 markets globally and offering a range of absolute return and longonly quantitative strategies that invest across traditional and alternative markets.
With over three decades of quantitative investment experience Man AHL is committed to constant innovation and evolution of research. It applies advanced technology and scientific rigour to every stage of the investment process from data curation and cleaning through to signal generation risk management and . It views risk management and trading and as central to alpha generation and its strategies are designed to understand risk take appropriate exposures and where necessary dynamically adjust exposure.
Man AHL brings together scientists academics technologists and finance practitioners who are driven by curiosity intellectual honesty and a passion for solving the complex problems presented by financial works closely with the OxfordMan Institute of Quantitative Finance (OMI) Man Groups unique collaboration with the University of Oxford and leverages insights from its fieldleading academic research into machine learning and data analytics.
Founded in 1987 Man AHLs assets under management were $63.8 billion at 31 March 2024. Further information can be found at team
AHL Volatility is the team responsible for the development of high Sharpe strategies across the volatility space. The team has been running for several years and look after a large and successful set of strategies across asset classes. We are continuing to expand the effects of the volatility surface we are modelling. The ideal candidate will be developing volatility strategies across multiple axes whether it be the expiry space strike space or markets.
Role and Responsibilities
We are seeking a highly motivated individual with exceptional academic track records and welldeveloped practical skills to join our Volatility research team. In return you will be provided with the opportunity to work with industry experts and experience cuttingedge commercial quantitative finance research in one of the worlds leading systematic hedge funds. Your responsibilities will include:
- Researching developing and implementing automated volatility trading strategies
- Presenting new/updated research within AHL and across Man Group
- Contributing to AHLs overall research effort by interacting with and collaborating with other research teams
- Following industry and academic literature for relevant innovations and suggest how Man/AHL could profit from it
Technology and Business Skills
- Strong academic record and a degree with high mathematical statistical and computing content e.g. Mathematics Computer Science Engineering or Physics from a leading university
- Understanding of the underlying structures and behaviours of the financial markets
- Minimum of 3 years experience in volatility trading and modelling and volatility systematic strategies
- Strong python programming ability. Ability to write clear well documented and scalable code
- Strong interpersonal skills to enable communication across investment management teams and regions
- Awareness of various statistical and mathematical tools and techniques and the ability to select the appropriate ones to use in different circumstances
- Ability to write clear concise and informative technical reports and proposals
- Ability to discuss and present complex ideas in an intuitive easy to follow way
Working here
AHL fosters a performance driven meritocratic culture with a small company noattitude feel. It is flat structured open transparent and collaborative offering ample opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader research and academic community as well as renowned industry contributors.
Were fortunate enough to have a fantastic openplan office overlooking the River Thames and continually strive to make our environment a great place in which to work.
- We have annual away days and research offsites for the whole team
- We have a canteen onsite offering nutritious and wellbalanced food selection catering to varying dietary requirements
- As well as PCs and Macs in our office youll also find numerous amenities such as a Wellness room featuring Peloton bikes a music room with notably a piano and guitar and a Maker space with light cubes and 3D printer
- We host and sponsor Londons PyData and Machine Learning Meetups
- Man Group has proudly partnered with Kings College London Mathematics School for many years which offers employees the opportunity to supervise a group of students on a scientific research project or internship
- We opensource some of our technology. See https://github/mangroup
- We regularly talk at leading industry conferences and tweet about relevant technology and how were using it. See @manquanttech and @ManGroup
We offer competitive compensation a generous holiday allowance various health and other flexible benefits. We are also committed to continuous learning and development via coaching mentoring regular conference attendance and sponsoring academic and professional qualifications.
Our Culture Values and Benefits at Man
Man Group is proud to provide the best working environment possible for all of its employees and we are committed to equal opportunities. At Man Group we believe that a diverse workforce is a critical factor in the success of our business and this is embedded in our culture and values. There are a number of external and internal initiatives partnerships and programmes that help us to attract and develop talent from diverse backgrounds and that encourage inclusion and diversity across our firm and the industry. Man Group is a Signatory of the Women in Finance Charter and the Race at Work Charter.
Man Group supports many charities and global initiatives. We support professional training and development and requests for flexible or parttime working. Employees are also offered two Mankind days of paid leave per year as part of the Man Charitable Trusts community volunteering programme.
We offer comprehensive firmwide employee benefits including competitive holiday entitlements pension/401k life and longterm disability coverage group sick pay enhanced parental leave and longservice leave. Additional benefits are tailored to local markets and may include private medical coverage discounted gym membership and wellbeing programmes.
Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us please contact .
Man Group is a global technologyempowered active investment management firm focused on delivering alpha and portfolio solutions for clients. Headquartered in London we manage $174.9 billion* and operate across multiple offices globally.
We invest across a diverse range of strategies and asset classes with a mix of long only and alternative strategies run on a discretionary and quantitative basis across liquid and private markets. Our investment teams work within Man Groups single operating platform enabling them to invest with a high degree of empowerment while benefiting from the collaboration strength and resources of the entire firm. Our platform is underpinned by advanced technology supporting our investment teams at every stage of their process including alpha generation portfolio management trade and risk management.
Our clients and the millions of retirees and savers they represent are at the heart of everything we do. We form deep and longlasting relationships and create tailored solutions to help meet their unique needs.
We are committed to creating a diverse and inclusive workplace where difference is celebrated and everyone has an equal opportunity to thrive as well as giving back and contributing positively to our communities. For more information about Man Groups global charitable efforts and our diversity and inclusion initiatives please visit: Group plc is listed on the London Stock Exchange under the ticker and is a constituent of the FTSE 250 Index. Further information can be found at
*As at 30 September 2024. All investment management and advisory services are offered through the investment engines of Man AHL Man Numeric Man Discretionary Man FRM Man Varagon Man Global Private Markets and Man Solutions.
Employment Type
Full Time
