Quantitative Researcher – Credit
Date de publication :
16 août 2024Taux d'activité :
100%- Lieu de travail :GB London Riverbank House
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 110 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 $63.8 billion at 31 March 2024. Further information can be found at www.man.com/ahl .
The Team
AHL Credit is the team responsible for the development of high Sharpe systematic strategies across the single-name credit space. The team look after a set of successful corporate bond and credit default swap (CDS) signals across regions, and we are now looking to further expand our range of innovative and diversifying strategies.
The ideal candidate will be developing systematic long-short strategies aimed at profiting from medium horizon price movements and will be involved in several areas of research:
- Development of new signals across the single name credit space.
- Improvement of existing strategies.
- Research and development in portfolio construction techniques.
- Research and development of execution techniques.
Technology and Business Skills
- 2+ years of experience researching and live trading alpha signals for single-name credit (bonds and/or CDS).
- Demonstrable understanding of single-name IG and HY credit markets in the US and Europe.
- Experience in conducting both statistical and fundamental credit signal research.
- A deep understanding of statistics and an ability to apply analytical skills to real world problems.
- Strong coding skills and experience of handling large data sets. We use Python and its scientific stack for both research and live trading.
- Experience in portfolio construction – risk modelling, optimization, attribution, etc.
- Cross-asset and/or corporate capital structure signal research 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 contending business demands and priorities.
- Strong interpersonal skills; able to build 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. 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 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 E-Mail schreiben. 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 E-Mail schreiben.
Contact
Man Investments AG