GLG Quant Developer

Job Description

Working alongside Portfolio Managers and Quant Researchers you will engage in a strategic build-out of our quantamental systems to bring cutting-edge technology to our quant-driven strategies and help discretionary investment managers leverage quantitativeinsights from our systems. The teams have identified a collection of tools and workflows that they would like to have, and to deliver these you will be designing and building at all levels of the stack:

• Systems to simplify backtesting alpha signals and insights into quantitative techniques
• APIs and tooling for Quantitative Risk modelling of portfolios
• Underlying infrastructure and pipelines for data gathering, cleaning and maintenance
• Data APIs and Python libraries that desk researchers can use, automation of pricing and risk/scenario models over quite diverse data (e.g. social-media data, semi-structured company financials, market data on fixed-income securities)
• Expanding existing equities tooling to support fixed income/credit portfolios
• Front-ends enabling discretionary managers to leverage quant insights.
• Support of the live quantitative trading system and portfolio management tools

Some of these elements will be entirely new, others exist in part already but need to be improved. In your role you will develop a detailed understanding of the work that the investment and risk-management teams carry out and will be judiciously applying technologyand automation where it brings most benefit, giving the teams more time to focus on generating alpha for our clients. Our TechnologyOur core systems are almost all running on Linux and most of our code is in Python, with the full scientific stack: numpy, scipy, pandas, scikit-learn to name a few of the libraries we use extensively. For storage, we rely heavily on MongoDB. We use Docker,Kubernetes and Airflow to streamline deployments and leverage OpenFin and React for front-end development. Because of our small team size and the dynamic nature of our business our technology choices are not static and team members can explore new technologies freely. This means you will be able to shape our technology landscape and have a high impact early on. Working HereMan Tech has a small company, no-attitude feel. It is flat structured, open, transparent and collaborative, and you will have plenty of opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader technology community.

• We host and sponsor Londons PyData and Machine Learning Meetups
• We open-source some of our technology. See https://man-group
• We regularly talk at leading industry conferences, and tweet about relevant technology and how were using it. See @manquanttech

Were 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 off-sites for the whole team
• We have a canteen with a daily allowance for breakfast and lunch, and an on-site bar for in the evening
• As well as PCs and Macs, in our office youll also find numerous pieces of cool tech such as light cubes and 3D printers, guitars, ping-pong and table-football, and a piano.

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 professionalqualifications. Technology and Business SkillsWe strive to hire only the brightest and best and most highly skilled and passionate technologists. Essential

• Exceptional technology skills; recognised by your peers as an expert in your domain
• A keen interest and understanding of financial markets and instruments
• A proponent of strong collaborative software engineering techniques and methods: agile development, continuous integration, code review, unit testing, refactoring and related approaches
• Strong knowledge of Python
• Proficient on Linux platforms with knowledge of various scripting languages
• Experience of data analysis techniques along with relevant libraries e.g. NumPy/SciPy/Pandas
• Relevant mathematical knowledge e.g. statistics, asset pricing theory, optimisation algorithms.

Advantageous

• Experience of front office quantitative software development e.g. in a hedge fund or investment bank
• Experience of web based development and visualisation technology for portraying large and complex data sets and relationships
• Experience of machine learning techniques, natural language processing and related libraries and frameworks e.g. scikit-learn, Tensorflow.

Personal Attributes

• Strong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or Physics from a leading university
• Craftsman-like approach to building software; takes pride in engineering excellence and instils these values in others
• Demonstrable passion for technology e.g. personal projects, open-source involvement
• 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 traders, quantitative researchers, and senior business people alike
• Confident communicator; able to argue a point concisely and deal positively with conflicting views.

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 isembedded 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://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 Trustscommunity volunteering programme. We offer