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2023-05-23

Quantitative Researcher - Macro

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Man Group
Quantitative Researcher - Macro
London, GB
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Job Description

The Team

AHL Macro is responsible for mid-frequency futures-like strategies in AHL, ranging from systematic fundamental to pure Machine Learning. We research and build L/S strategies designed to provide original and innovative content that is orthogonal to the more traditional momentum trading, with a view on scalability. Our strategies trade a broad spectrum of futures and forwards across all the major asset classes.

Ideal Candidate

  • Exceptional analytical skills as evidenced by an excellent academic record to at least degree level (ideally PhD although not essential), in a quantitative subject from a leading university

  • A minimum of 2 years relevant professional work experience in a similar position and firm or several years research as a Postdoc at a leading academic institution

  • A desire to tackle hard real-world research problems and experience of such real-world problems and data

  • In depth knowledge of Machine Learning techniques is a plus

  • A demonstrable and strong interest in finance

  • A hands-on approach with a willingness to get involved in multiple projects

  • The ability to clearly communicate and collaborate with others

  • Experience with a computing language such as Python/MATLAB/R and toolkits such as NumPypandas/sklearn/etc.

In addition, a successful candidate will very likely have a few years of experience in one or more of the following areas:

  • Systematic trading strategy development

  • Portfolio construction techniques

  • Futures/forwards, equity or fixed income markets

  • Investment risk

Working Here

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.

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

  • We have a canteen onsite offering nutritious and well-balanced food selection catering to varying dietary requirements

  • 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 https://github.com/man-group

  • We regularly talk at leading industry conferences, and tweet about relevant technology and how we’re 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.

_ About Man AHL_

Man AHL employs diversified quantitative techniques to offer a range of strategies which encompass traditional momentum, non-traditional momentum, multi-strategy and sector-based approaches. Man AHL’s strategies are primarily alternative and seek to gain potential predictive, alpha-generating insights through rigorous analysis of large data sets.

Man AHL is a specialised engine, applying scientific rigour and advanced technology and execution to a diverse range of data in order to build systematic investment strategies, trading continuously over hundreds of global markets. The team of 150 investment professionals, including 47 researchers, is comprised of scientists, technologists and finance practitioners, driven by curiosity and intellectual honesty, and a passion for solving the complex problems presented by financial markets.

The engine leverages Man Group’s unique collaboration with the University of Oxford, the Oxford-Man Institute of Quantitative Finance (OMI). The OMI conducts field-leading academic research into machine learning and data analytics, which can be applied to quantitative investing.

Founded in 1987, Man AHL’s funds under management were $60.6 billion at 30 September 2022. Further information can be found at www.man.com/ahl.

** Work-Life Balance 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 equality of opportunity. 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. We run a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and encourage diversity and inclusion across our firm and industry. https://www.man.com/diversity. Man Group is also a Signatory of the Women in Finance Charter.

Man Group supports many charities, and global initiatives. We support professional training and development, and requests for flexible or part-time working. Employees are also offered two 'Mankind' days of paid leave per year as part of the Man Charitable Trust's community volunteering programme.

We offer comprehensive, firm-wide employee benefits including competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Additional benefits are tailored to local markets and may include private medical coverage, discounted gym membership and wellbeing programmes.

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