AHL: Quantitative Research Analyst

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 manages around $40 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 Group 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.

Research and innovation have been central to AHL’s impressive 20-year track record. Recruits into this area would therefore be contributing directly to AHL’s future success.

AHL’s commitment to research is on display in Oxford where it has entered into a unique collaboration with Oxford University through the Oxford-Man Institute of Quantitative Finance. AHL’s researchers are co-located with some of the world’s leading quantitative finance academics, creating a stimulating research environment and enabling an easy exchange of ideas in an informal atmosphere.

AHL employees are based in London, Oxford and Hong Kong.

Further information can be found at www.ahl.com

The role involves the design, development and portfolio allocation of quantitative models which predict price movements in futures, forwards, options or OTC derivatives using historical data. This gives a unique employment opportunity for self-motivated individuals with excellent statistical, computing and data analysis skills, who are able to think past efficient market theories. An interest in financial markets and quantitative modelling is essential and you must be looking for a challenging position with responsibilities as well as opportunities.

Requirements:

• PhD or exceptional Masters qualification in quantitative finance, statistics, engineering, mathematics, physics or econometrics
• A demonstrable interest in algorithmic trading, financial derivatives and markets
• Proven independent research ability together with considerable scientific computing experience
• Experience of applied statistics, mathematical modelling, real-world data analysis or portfolio construction
• Familiarity with Linux/Unix, R/Splus or MATLAB and one of C/C++, SQL, Python, Fortran or similar
• Excellent verbal and written communications skills including delivering presentations and writing papers

Please send your application letter, CV and completed skills sheet.

Applications which do not include a completed skills sheet will not be considered.

Please advise of current salary expectations when applying for this position.