Preparing for your next Quant Interview?
Practice Here!
OpenQuant
2023-01-26

Risk Quant Analyst

logo
Man Group
Risk Quant Analyst
London, GB
Apply Now
Job Description

The Role

As a Quantitative Analyst within the Investment Risk team at Man Group, you will be building the models, tools, frameworks, libraries and applications which are widely used in our trading and risk systems. This includes building pricing and risk models for the complex financial products traded in the group, researching and building new methods for looking at and controlling investment risks in an ever-changing economic environment. You will be regularly interacting with people from across the company on a variety of problems – from working with technologists to deploy new systems, risk managers looking for new ways to dig into strategy risk, through to answering questions from portfolio managers.

You will have a wide range of tools at your disposal to help when delivering new work; the Alpha Tech stack that we build on includes high performance data acquisition and processing pipelines, cluster-computing solutions, numerical algorithms, position management systems, visualisation and reporting tools, operational user interfaces, continuous build systems and other developer productivity tools.

The Team

The Quant Analytics team are part of the investment risk team, reporting directly to the Chief Risk Officer. We also have very close links to the Alpha Tech team. Together those teams have professionals from varied backgrounds, but what unifies us is a passion for mathematics and technology. The quantitative analytics team works closely with the fund managers, risk professionals, business technology, middle office and operations group to ensure that the wide variety of derivatives and exotics traded in our funds are modelled and managed correctly to suit all requirements.

Our Technology

Our core pricing and analytics model library is written in C#, but most of our new work is done using Python. Using Python allows us to leverage off the rich suite of tools and libraries available within the Alpha Tech platform as well as accessing our C# library through Python.NET. We also use a wide variety of tools internally for workflow management, source control, deployment and communication – our technology list is never static: we constantly evaluate new tools and libraries.

Working Here

We have a small company, no-attitude feel. We are flat structured, open, transparent and collaborative, and you will have plenty of opportunity to grow and have enormous impact on what we do. Internally there are regular open meetings and presentations about investment outlook and we are actively engaged with the broader technology community.

  • We host and sponsor London’s PyData and Machine Learning Meetups
  • 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

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 with regular social events and annual away days and offsites. You’ll also have access to a “maker’s space” containing a 3D printer, various bits of electronic equipment and a gadget library, a music room with guitars and a piano available, and a fitness suite.

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.

Technology and Business Skills

Essential

  • Strong programming skills with an appreciation of object-orientated languages and design, preferably in one or more of C#, Python, Java and C++.
  • Excellent mathematical, statistical and problem-solving skills.
  • A keen interest in financial markets.
  • Good communication skills with an ability to convey complicated concepts in a straightforward manner.

Advantageous

  • An understanding of financial markets and a range of financial instruments.
  • Proficient with a range of open-source frameworks and development tools e.g. NumPy, SciPy, Pandas, React.
  • Knowledge of one or more relevant database technologies e.g. SQL Server, Oracle, MongoDB.
  • Other relevant mathematical knowledge e.g. asset pricing theory, optimisation algorithms.
  • Experience of collaborative software engineering techniques and methods, such as agile development, continuous integration, code review, unit testing, refactoring and related approaches.

Personal Attributes

  • An eagerness to learn and stretch yourself.
  • Strong academic record and a degree with high mathematical and computing content.
  • Ability to work collaboratively, both within the team and with teams and individuals in other parts of the business.
  • Craftsman-like approach to building software with clear pride in the quality of your work.
  • Intellectually robust with an analytic approach to problem solving.
  • Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities.
  • Focused on delivering value to the business with relentless efforts to improve process.
  • Strong interpersonal skills; able to establish and maintain close working relationships with technologists, quantitative researchers, traders and senior businesspeople.

** Our Culture, Values 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 equal opportunities. 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. There are a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and that encourage inclusion and diversity across our firm and the industry. Man Group is a Signatory of the Women in Finance Charter and the Race at Work Charter. Man Group is also a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact HRSO@man.com. https://www.man.com/diversity

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.

Share this job
Share On
Apply Now