Quantitative Researcher - Fast Trading Strategies

Job Description

The Team AHLs Fast Trading Strategies (FTS) team is responsible for the development of high Sharpe, fast frequency trading strategies across all asset classes. The team has been running for over a decade, and currently manages a large and successful portfolio acrossboth global futures and cash markets. The FTS team is responsible for the full end to end development of the fast alpha portfolio, using a number of techniques to capture fast alphas, ML, event driven, microstructure based etc, building its own customisedmonetisation stack, and optimising trading and order placement with dedicated high frequency infrastructure. Current opportunities We are seeking highly motivated individuals with a strong background in statistics and data analysis to strengthen our research efforts in liquid futures and cash equity markets. Additionally, we seek exceptional academics, well-developed practical skills,and an affinity for financial markets. Individuals of varying levels of experience (across both professional work experience and education levels from Bachelors to Doctorate degree) will be considered and matched to a role within FTS according to their skillset,interest and current team needs. We look for researchers sharing our values of excellence, drive, meritocracy, and integrity. 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 worlds leading systematic hedge funds. Role and responsibilities Quantitative researchers within FTS are responsible for developing and driving their own research agenda across all aspects of our trading, from alpha generation to portfolio construction and execution. Specific responsibilities will include:

• Conducting in-depth quantitative research into the behaviour of liquid financial markets.
• Developing and back-testing novel and innovative alpha signals to predict the movements of markets over time horizons spanning from minutes to days.
• Conducting research to improve our ability to monetise and execute on our alpha signals.
• Engaging in peer-review of research from across the team, and AHL more widely, to help drive top-quality research across the firm.
• Working with our technologists to help improve our trading platform and infrastructure.

Hiring requirements

• A strong academic background, with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university. All levels welcome from Bachelors to Doctorate degree.
• Experience of undertaking in-depth quantitative research for trading in either futures or cash equity markets.
• Hands-on experience of working with large data sets.
• An interest in financial markets modelling and investing.
• A deep understanding of statistics and an ability to apply it to real-world problems.
• Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).
• The ability to communicate complicated ideas in a clear and concise manner.

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 withthe broader research and academic community, as well as renowned industry contributors. 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 research off-sites for the whole team.
• We have a canteen on-site offering nutritious and well-balanced food selection catering to varying dietary requirements.
• As well as PCs and Macs in our office, youll also find numerous amenities such as a Wellness suite featuring a gym and Peloton bikes, as well as a music room with a piano and guitars.
• We host and sponsor Londons PyData ( https://2WlH8OE ) and Machine Learning Meetups.
• Man Group has proudly partnered with Kings 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://man-group
• We regularly talk at leading industry conferences, and tweet about relevant technology and how were using it. See @manquanttech and @ManGroup .
• Our Oxford lab is collocated with the Oxford-Man Institute of Quantitative Finance ( https://36goTic ) and the Machine Learning Research Group in Engineering Science, University of Oxford ( https://2MSHDwy )

We offer competitive compensation, a generous holiday allowance, as well as various health and other flexible benefits. We are also committed to continuous learning and development via coaching, mentoring, regular conference attendance and sponsoring academicand professional qualifications. About Man AHLMan AHL is one of the worlds 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 cleaningthrough 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, dynamicallyadjust 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 Instituteof Quantitative Finance (OMI), Man Groups 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 AHLs assets under management were $58.6 billion at 30 September 2023. Further information can be found at 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