Quantitative Researcher - Index Research

Job Description

The TeamThe candidate will join a small team responsible for delivering alpha at scale across the equity events space, including index rebalances and corporate actions. The researcher will work directly alongside an experienced semi-systematic Portfolio Manager focusingon these opportunities. The ideal candidate will be researching and developing predictive models for quantitative index rebalance strategies and will be involved in several areas of research:

• Developing index prediction models and tools; maintaining and improving our simulation frameworks
• Estimating index tracking and assessing the flow impacts of index changes
• Following index methodology changes and corporate actions events
• Conducting alpha research related to index events

Technology and Business Skills

• Strong quantitative skills to detect index-driven opportunities and liquidity situations
• In-depth knowledge of the equity passive space (major indices, niche indices is a plus)
• A minimum of 3 years experience in a related role
• Expertise in a high-level programming language such as Python, or R
• Proficiency with NumPy/SciPy/Pandas or similar
• Experience of handling large data sets

Attributes

• Strong academic record and degree in quantitative domains e.g., Mathematics, Computer Science, Engineering, Economics or Physics from a top school or university
• Hands-on attitude; willing to get involved with technology and projects across the firm
• Intellectually curious with an analytical 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 HereAHL 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 onsite 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 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 Londons PyData 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

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. 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 funds under management were $58.5 billion at 30 June 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 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 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 marketsand may include private medical coverage, discounted gym membership and wellbeing programmes.