Quantitative Researcher – Portfolio Analytics London

Man Group

London

GBP 60,000 – 80,000

The Team

AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firm’s flagship funds as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It manages a diverse set 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 team’s purpose is to deliver quantifiable, transparent, and actionable insights into our research process.

The Portfolio Monetisation team’s purpose is to maximise the dollar output of our research in our funds.

Finally, the Portfolio Engineering team’s purpose is to innovate in how we deliver alpha to clients.

As part of its mandate, the Portfolio Analytics team is ultimately responsible for delivering transformative actionable insights on the entire estate pipeline, from signal to fund level information. We are an integral part of the decision-making process within AHL for where resources and research efforts are allocated, and our work is a fundamental node in the feedback loop of Portfolio Management and AHL processes.

Team members of the Portfolio Analytics team need to be technically strong, write good code rapidly, have strong attention to detail, an aptitude for understanding the internal workings of systems and processes, and a natural talent for uncovering insights.

The ideal candidate will be involved in several areas:

• Working with and analysing a vast amount of data
• Developing analytics, KPIs, metrics
• Carrying out research on transforming data to intelligence
• Writing code, extracting insights and building reporting mechanisms
• Rapidly building extensive knowledge of the AHL estate and leveraging this effectively in order to generate cross-functional insights and synergies

Technology and Business Skills

• Expertise in a high-level programming language, ideally Python
• 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
• Proficiency with NumPy/SciPy/Pandas or similar
• Ease of handling large data sets
• Understanding risk management techniques and portfolio risk modelling

Advantageous

• Experience with analysing/managing complex risk
• Either of portfolio management, systematic trading, QIS experience
• Experience with machine learning libraries such as sklearn

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
• Exhibiting meticulous attention to detail
• Keen interest or experience in Financial Markets
• Hands-on attitude; willing to get involved with technology and projects across the firm
• Intellectually robust with a keenly analytic approach to problem solving and a positive attitude
• 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, technologists, traders and senior business people alike
• Confident communicator; able to argue a point concisely and deal positively with conflicting views.

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 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 professional qualifications.

Our Culture, Values 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 equal opportunities. At Man Group we believe that a diverse workforce is a critical factor in the success of our business and this is embedded in our culture and values.

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