Quantitative Researcher - PM AnalyticsMan Group plc • London, England, United Kingdom
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Quantitative Researcher - PM Analytics
Man Group plc
- London, England, United Kingdom
- London, England, United Kingdom
About
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 markets. It works closely with the Oxford‑Man Institute of Quantitative Finance (OMI), Man Group’s unique collaboration with the University of Oxford, and leverages insights from its field‑leading academic research into machine learning and data analytics.
Further information can be found at .
The Team : AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firm’s 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 team’s purpose is to deliver quantifiable, transparent, and actionable insights into our research process.
The Portfolio Monetisation team’s purpose is to maximise the dollar output of our research in our funds.
Portfolio Analytics : As part of its mandate, the Portfolio Analytics team is ultimately responsible for delivering transformative actionable insights on the entire estate pipeline, from signal to fund level information. We are an integral part of the decision‑making process within AHL for where resources and research efforts are allocated, and our work is a fundamental node in the feedback loop of Portfolio Management and AHL processes.
Team members of Portfolio Analytics team need to be technically strong, write good code rapidly, have strong attention to detail, an aptitude for understanding the internal workings of systems and processes, and a natural talent for uncovering insights.
The ideal candidate will be involved in several areas :
Working with and analysing a vast amount of data
Developing analytics, KPIs, metrics
Carrying out research on transforming data to intelligence
Writing code, extracting insights and building reporting mechanisms
Rapidly building extensive knowledge of the AHL estate and leveraging this effectively to generate cross‑functional insights and synergies
Technology and Business Skills : Essential :
Expertise in a high‑level programming language, ideally Python
Exceptional analytical skills; recognised by your peers as an expert in your domain
A deep understanding of statistics and an ability to apply to real world problems
Proficiency with NumPy / SciPy / Pandas or similar
Ease of handling large data sets
Understanding risk management techniques and portfolio risk modelling
Advantageous :
Experience with analysing / managing complex risk
Either Portfolio Management, systematic Trading, QIS, Financial Engineering experience
Linux, SQL / Oracle, KDB+
Experience with machine learning libraries such as sklearn
Personal Attributes :
Strong academic record and a degree with high mathematical, statistical and computing content Mathematics, Computer Science, Engineering, Economics or Physics from a leading university
Exhibiting meticulous attention to detail
Keen interest or experience in Financial Markets
Hands‑on attitude; willing to get involved with technology and projects across the firm
Intellectually robust with a keenly analytic approach to problem solving and a positive attitude
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, technologists, traders and senior business people alike
Confident communicator; able to argue a point concisely and deal positively with conflicting views
Working Here : AHL fosters a performance‑driven culture, akin to 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.
We’re 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, you’ll 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 London’s PyData and Machine Learning Meetups
Man Group has proudly partnered with King’s 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
We regularly talk at leading industry conferences, and tweet about relevant technology and how we’re using it. See and
Job ID 4367799101
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Languages
- English
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