AHL: Fundamental Researcher

Man is a world-leading alternative investment management business. With a broad range of funds for institutional and private investors globally, it is known for its performance, innovative product design and investor service.  Man’s funds under management at 31 March 2009 were $46.8 billion.

The original business was founded in 1783. Today, Man Group plc is listed on the London Stock Exchange and is a member of the FTSE 100 Index with a market capitalisation of around £4 billion.

Man Group is a member of the Dow Jones Sustainability World Index and the FTSE4Good Index. Man also supports many awards, charities and initiatives around the world, including sponsorship of the Man Booker literary prizes. Further information can be found at www.mangroupplc.com.

AHL is part of Man Investments and one of the largest managed futures style hedge funds.  AHL has a long history of profitably trading global financial and commodity markets using model-based, purely systematic approaches and currently manages investments of over US$20B. The department undertakes a diverse range of activities including model-based prediction, portfolio construction, risk management and trade execution analysis.

AHL Fundamental Researcher [3030]

We are looking for exceptional individuals who possess a postgraduate degree in a relevant discipline for permanent positions in our London-based AHL Research group.

The role involves research, design and development of quantitative models which predict price movements in financial instruments using fundamental data from both financial and macroeconomic sources. This opportunity is ideal for a self-motivated dynamic individual with good computing and data analysis skills. You will be able to apply and test theories from macro- and financial economics, have interests in quantitative modelling and trading, and seek a challenging responsible position with opportunities to contribute to the expansion and development of a new, exciting and fast growing component of our business.

We maintain a healthy balance between commercial focus and an academic research culture enhanced by links with the Oxford-Man Institute of Quantitative Finance. We also offer an attractive salary and bonus scheme together with a flexible benefits package.

Requirements

• PhD in economics, finance or econometrics; or exceptional Masters qualification.
• Relevant experience either in postdoctoral research or the financial industry.
• A demonstrable interest in, and understanding of, the linkages between financial markets and the global economy
• Proven independent research ability
• Experience with real-world data analysis of financial and/or macroeconomic data
• Familiarity with Linux/Unix, R/Splus/MATLAB/Gauss or similar
• Excellent verbal and written communications skills including delivering presentations and writing papers

How to apply

Applications without a skills sheet will not be considered. The skills sheet is available from

http://www.mangroupplc.com/assets/hr/ahl-skills-sheet.doc

Please advise of current salary expectations when applying for this position