Quantitative Analyst - Man Investments (Oxford, UK)

Man Investments is one of the world's largest hedge fund managers and part of Man Group plc, a leading FTSE 100 company. Through its diverse portfolio of fund managers it has developed in-depth knowledge and specialised strengths across a range of alternative asset classes - hedge funds, leveraged finance and convertible bonds. Managing over USD 70 billion, with over 1,600 employees located in 13 countries, Man Group has a powerful presence worldwide and provides a dynamic working environment with ample opportunities for personal development. Intelligence and creativity are highly valued as the individual motivation and professionalism of our people play critical roles in our success.

AHL is a fund manager wholly owned by Man that specialises in trading using purely systematic model based investment approaches. With over USD 20 billion of client funds under management, due to expansion various positions within AHL Research have arisen for candidates with relevant academic or industrial experience. This role will involve contributing to AHL's ongoing quantitative finance research programmes in trading model development, market microstructure analysis, electronic trading of derivatives, portfolio optimisation, risk and transaction cost analysis. The role will also require identifying techniques from non-finance disciplines such as engineering, signal processing and the applied sciences and exploring the application of these in finance research. The role will be based at the Man Research Laboratory which is located in central Oxford and shares a building with the Oxford-Man Institute of Quantitative Finance.

This challenging research position is ideal for a self-motivated dynamic individual who seeks the opportunity to influence business practice and is able to think past efficient market theories. The successful candidate will have interests and skills in the application of statistical, mathematical and data modelling techniques and will be keen to undertake cutting-edge commercially focused research using financial data. The role will also require the ability to work with practitioners from a wide range of scientific disciplines so prior experience of cross-disciplinary research will be an advantage.

Requirements

• Postgraduate qualification in a numerical/scientific/finance related discipline
• Experience of analysing large data sets and particularly financial time series
• Practical experience of a wide variety of statistical, mathematical and signal processing methods
• Proven independent research and project management abilities
• Excellent computer skills (Windows and Unix), scientific computing experience using Splus/R or Matlab, and preferably familiarity with NAG and one or more of C/C++, SQL, Fortran or Perl
• Excellent verbal and written communication skills e.g. making presentations, writing reports/papers
• Excellent attention to detail
• Able to convey complicated concepts in a straightforward manner
• Knowledge of some of the following: futures, options, bond pricing, portfolio optimization, risk modelling Applications

Skills sheet is available from -
www.mangroupplc.com/documents/ahl_skills_sheet.doc

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