Jobs

Quantitative Researcher - Portfolio Management


Job details
  • Man Group plc
  • London
  • 1 week ago

The Team

AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firm's flagship funds as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It manages a diverse set of funds both in terms of trading styles and asset classes. It is also responsible for portfolio construction as well as allocation research inside AHL.

The Portfolio Management area is split into three sub teams: Analytics, Engineering and Monetisation.

The Portfolio Analytics team's purpose is to deliver quantifiable, transparent, and actionable insights into our research process.

The Portfolio Engineering team's purpose is to innovate in how we deliver alpha to clients

Finally, the Portfolio Monetisation team's purpose is to maximise the dollar output of our research in our funds.

Portfolio Monetisation

As part of its mandate, the Portfolio Monetisation team is responsible for various research streams including alpha combination, alpha and fund allocations, portfolio construction and capacity evaluation. Additionally, the team is responsible for day-to-day portfolio management across AHL.

The ideal candidate will be a Quantitative Researcher or a Portfolio Manager with a strong background in portfolio construction with previous experience in risk-managing a book.
The candidate will be involved in several areas:

  • Improvement of existing portfolios
  • Cutting edge research in alpha combination and allocations
  • Development of portfolio construction methods
  • Day to day portfolio and risk management
  • Contributing to AHL's overall research effort by interacting with and collaborating with other research teams

Technology and Business Skills

Essential

  • Exceptional analytical skills; recognised by your peers as an expert in your domain
  • A deep understanding of statistics/machine learning/portfolio construction techniques
  • 2+ years of experience in a relevant position
  • Expertise in a high-level programming language such as Python, or R.
  • Proficiency with NumPy/SciPy/Pandas or similar
  • Ease of handling large datasets
  • Understanding risk management techniques and portfolio risk modelling
  • Portfolio management experience is a plus

Personal Attributes

  • Strong academic record and a degree with high mathematical, statistical and computing content e.g. Mathematics, Computer Science, Engineering, Economics or Physics from a leading university
  • Hands-on attitude; willing to get involved with technology and projects across the firm
  • Intellectually robust with a keenly analytic approach to problem solving
  • Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities
  • Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, technologist, traders and senior business people alike
  • Confident communicator; able to argue a point concisely and deal positively with conflicting views.

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. Seehttps://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.

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 .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.

Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact .

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