Senior Quantitative Researcher - Securitized Products and Structured Finance

The Team

The AHL Alternative Markets research team sits within the Specialist Strategies unit and is responsible for developing systematic trading strategies across a diverse set of OTC and alternative financial markets. We research markets, signals, and portfolio construction techniques in order to exploit hard-to-access sources of alpha and achieve superior risk-adjusted returns for our clients.

The Man AHL Specialist Strategies team offers the chance to develop highly specialised investment skills designed to find atypical sources of alpha. This fast-paced team covers multiple strategy styles including Alternative Markets, Credit, Machine Learning and Volatility. Your responsibilities will include building high-conviction content in these specialist areas, monitoring portfolio design and performance, and testing new investment research ideas.

Role & Responsibilities

We are seeking highly motivated individuals with a systematic mindset and previous experience in securitized products to join our team. Your responsibilities will span all aspects of building and improving systematic trading strategies in these asset classes, including:

• Researching, scoping, and onboarding new securitized markets and sectors
• Developing and implementing new trading signals, taking them from inception to live trading
• Improving our systematic trading platform for securitized products
• Following industry and academic literature for relevant innovations and new research ideas, and suggesting how Man AHL could profit from them

Skills & Qualifications

• Exceptional analytical and quantitative skills as evidenced by a degree with high mathematical, statistical, or computing such as Mathematics, Physics, Engineering, etc.
• 4+ years of experience in structured finance/securitized products (ABS, MBS, CMBS, CRTs, CLOs, CMOs, etc.) at a hedge fund, sell-side trading desk, or similar
• Detailed understanding of the industry-standard data providers, software packages, and datasets for your area/asset class of specialisation
• A deep understanding of how to analyse securitized product collateral to uncover alpha and value opportunities within a systematic trading framework
• A strong understanding of statistics and the ability to apply this to real world problems
• Strong programming ability in at least one language and the ability to write clear, well documented, and scalable code
• The ability to write clear, concise, and informative technical reports and proposals
• The ability to discuss and present complex ideas in an intuitive, easy to follow way

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.