Quantitative Researcher - Portfolio Engineering

Job Description

The TeamAHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firms flagship funds as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It manages a diverseset of funds both in terms of trading styles and asset classes. It is also responsible for portfolio construction as well as allocation research inside AHL. The Portfolio Management area is split into three sub teams: Analytics, Monetisation and Engineering. The Portfolio Analytics teams purpose is to deliver quantifiable, transparent, and actionable insights into our research process. The Portfolio Monetisation teams purpose is to maximise the dollar output of our research in our funds. Finally, the Portfolio Engineering teams purpose is to innovate in how we deliver alpha to clients. Portfolio EngineeringAs part of its mandate, the Portfolio Engineering team is ultimately responsible for the analysis, methodology and day to day management of bespoke portfolio solutions for clients. Additionally, the team is responsible for the Engineering and Implementationof fund changes collaborating across AHL and the wider Man business. The team supports the management of client portfolios through regular and diligent monitoring, research, and implementation in accordance with both internal and mandated guidelines. The ideal candidate will be involved in both the investment management process, client engagement and portfolio construction / allocation research. Technology and Business SkillsEssential

• Exceptional analytical skills; recognised by your peers as an expert in your domain
• Knowledge of markets structure, participants, trading venues and microstructure
• A deep understanding of statistics and an ability to apply to real world problems
• 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
• Experience with portfolio construction techniques
• Understanding of portfolio risk modelling and risk management techniques
• The ability to conduct in-depth analysis of client portfolios including performance measurement and attribution, benchmarking, cost and risk.

Advantageous

• Experience of machine learning libraries such as sklearn
• Experience of using Linux on a day-to-day basis
• Portfolio management experience

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 competing business demands and priorities
• Strong interpersonal skills; able to establish 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 employs diversified quantitative techniques to offer a range of strategies which encompass traditional momentum, non-traditional momentum, multi-strategy and sector-based approaches. Man AHLs strategies are primarily alternative and seek to gain potentialpredictive, 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 investmentprofessionals, including 47 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 Groups 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 quantitativeinvesting. Founded in 1987, Man AHLs funds under management were $60.6 billion at 30 September 2022 . 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 busines