Senior Quantitative Researcher - Fixed Income Cash & Derivatives

Job Description

The TeamAHL Fast Trading Strategies is the team responsible for the development of high Sharpe, fast frequency strategies across all asset classes. The team has been running for over a decade and manage a large and successful portfolio across all asset classes spanningboth making and taking strategies. The team is looking to expand the existing set of alphas in the Fixed Income Cash and Derivatives space. The RoleAs a Senior Quantitative Researcher you will be working on improving the existing trading strategies in the cash fixed income and derivatives space. You will also be responsible for the daily portfolio and risk management of the strategies and their PnL. The ideal candidate will be involved in several areas of research and portfolio management:

• Day to day portfolio management of existing strategies
• Research and development of:
  • New alphas
  • Portfolio optimization and quote responding techniques
  • Making and taking strategies
  • Execution and trading techniques

Technology and Business SkillsEssential

• Exceptional analytical skills; recognised by your peers as an expert in your domain
• A deep understanding of statistics and an ability to apply to real world problems
• Knowledge of fixed income cash and derivatives market structure, participants, trading venues and microstructure.
• Experience in market making or taking strategies in at least one of the following markets, i.e. corporate bonds, CDS, CDS indexes and government bonds
• Knowledge of trading platforms used in fixed income space (e.g. MarketAxess, Bloomberg, Tradeweb, etc)
• Understanding of OTC markets dynamics, execution strategies and price impact
• 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 and tick data
• Experience of transaction cost metrics and analytics

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 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 ( 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
• We publish research papers ( https://2MZ44QZ )
• 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, 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 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 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 develo