Quantitative Researcher PM Monetisation

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 long-only 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 execution. It views risk management and trading and execution 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 Oxford-Man Institute of Quantitative Finance (OMI) Man Groups unique collaboration with the University of Oxford and leverages insights from its field-leading academic research into machine learning and data analytics.

The Team:

AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firms flagship fund. The team has been running for several years. It manages a diverse set of funds both in terms of trading styles and asset classes. It is also responsible for portfolio construction as well as allocation research inside AHL.

The Portfolio Management area is split into two sub teams: Analytics and Monetisation. The Portfolio Analytics teams purpose is to deliver quantifiable transparent and actionable insights into our research process.

The Portfolio Monetisation teams purpose is to maximise the dollar output of our research in our funds.

Portfolio Monetisation:

As part of its mandate the Portfolio Monetisation team is responsible for various research streams including alpha combination alpha and fund allocations portfolio construction and capacity evaluation. Additionally the team is responsible for day-to-day portfolio management across AHL.

The ideal candidate will be a Quantitative Researcher with a strong background in portfolio construction with 2-4 years relevant experience.

The candidate will be involved in several areas:

• Improvement of existing portfolios
• Cutting edge research in alpha combination and allocations
• Development of portfolio construction methods
• Day to day portfolio and risk management
• Contributing to AHLs overall research effort by interacting with and collaborating with other research teams

Technology and Business Skills:

Essential

• Exceptional analytical skills; recognised by your peers as an expert in your domain
• A deep understanding of statistics/machine learning/portfolio construction techniques
• Expertise in a high-level programming language such as Python.
• Proficiency with NumPy/SciPy/Pandas or similar
• Ease of handling large data sets
• Understanding risk management techniques and portfolio risk modelling
• Portfolio management experience is a plus

Personal Attributes:

• Strong academic record and a degree with high mathematical statistical and computing content e.g. Mathematics Computer Science Engineering Economics or Physics from a leading university
• Hands-on attitude; willing to get involved with technology and projects across the firm
• Intellectually robust with a keenly analytic approach to problem solving
• Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities
• Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers technologist traders and senior business people alike
• Confident communicator; able to argue a point concisely and deal positively with conflicting views.

AHL fosters a performance driven meritocratic culture with a small company no-attitude 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 open-plan 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 off-sites for the whole team
• 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 open-source some of our technology. See 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.