Quantitative Researcher –Volatility
Publication date:
22 October 2024Workload:
100%- Place of work:GB London Riverbank House
About Man AHL
Man AHL is one of the world’s longest running diversified systematic investment managers, trading in over 800 markets globally and offering a range of absolute return and long-only quantitative strategies that invest across traditional and alternative markets.
With over three decades of quantitative investment experience, Man AHL is committed to constant innovation and evolution of research. It applies advanced technology and scientific rigour to every stage of the investment process, from data curation and cleaning through to signal generation, risk management and execution. It views risk management and trading and execution as central to alpha generation, and its strategies are designed to understand risk, take appropriate exposures and, where necessary, dynamically adjust exposure.
Man AHL brings together scientists, academics, technologists and finance practitioners who are driven by curiosity, intellectual honesty and a passion for solving the complex problems presented by financial markets. It works closely with the Oxford-Man Institute of Quantitative Finance (OMI), Man Group’s unique collaboration with the University of Oxford, and leverages insights from its field-leading academic research into machine learning and data analytics.
Founded in 1987, Man AHL’s assets under management were $63.8 billion at 31 March 2024. Further information can be found at www.man.com/ahl .
The team
AHL Volatility is the team responsible for the development of high Sharpe strategies across the volatility space. The team has been running for several years and look after a large and successful set of strategies across asset classes. We are continuing to expand the effects of the volatility surface we are modelling. The ideal candidate will be developing volatility strategies across multiple axes, whether it be the expiry space, strike space or markets.
Role and Responsibilities
We are seeking a highly motivated individual with exceptional academic track records and well-developed practical skills to join our Volatility research team. In return, you will be provided with the opportunity to work with industry experts and experience cutting-edge commercial quantitative finance research in one of the world’s leading systematic hedge funds. Your responsibilities will include:
- Researching, developing and implementing automated volatility trading strategies
- Presenting new/updated research within AHL and across Man Group
- Contributing to AHL’s overall research effort by interacting with and collaborating with other research teams
- Following industry and academic literature for relevant innovations and suggest how Man/AHL could profit from it
Technology and Business Skills
- Strong academic record and a degree with high mathematical, statistical and computing content e.g., Mathematics, Computer Science, Engineering or Physics from a leading university
- Understanding of the underlying structures and behaviours of the financial markets
- Minimum of 3+ years’ experience in volatility trading and modelling, and volatility systematic strategies
- Strong python programming ability. Ability to write clear, well documented and scalable code
- Strong inter-personal skills to enable communication across investment management teams and regions
- Awareness of various statistical and mathematical tools and techniques, and the ability to select the appropriate ones to use in different circumstances
- Ability to write clear, concise, and informative technical reports and proposals
- 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.
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 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 E-Mail schreiben.
Contact
Man Investments AG