Machine Learning Researcher - Fast Trading Strategies

at  Man Group

The Team
AHL’s Fast Trading Strategies (FTS) team is responsible for the development of high Sharpe, fast frequency trading strategies across all asset classes. The team has been running for over a decade, and currently manages a large and successful portfolio across both global futures and cash markets. The FTS team is responsible for the full end to end development of the fast alpha portfolio, using a number of techniques to capture fast alphas, ML, event driven, microstructure based etc, building its own customised monetisation stack, and optimising trading and order placement with dedicated high frequency infrastructure.
Role and responsibilities

Machine learning researchers within FTS are responsible for the application and development of complex models across the focus areas of the team – alpha research, monetisation and execution. Specific responsibilities will include:

• Building domain knowledge in liquid financial markets.
• Constructing novel features from orthogonal ideas and datasets.
• Exploring new methods to improve information extraction and generalisation.
• Back-testing signals to predict the movements of markets over time horizons spanning from minutes to days.
• Contribute to application of LLMs within FTS.
• Engaging in peer-review of research from across the team, and AHL more widely, to help drive top-quality research across the firm.
• Working with our technologists to help improve our trading platform and infrastructure.

Hiring requirements

• A strong academic background with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university.
• Further degrees or postdoctoral roles are beneficial although not a requirement.
• Experience applying complex statistical models to real world problems.
• Hands-on experience of working with large data sets.
• A clear and demonstrable interest in financial markets modelling and investing.
• Intellectual curiosity and a willingness to continuously learn and grow.
• Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).
• The ability to communicate complicated ideas in a clear and concise manner.

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 are actively engaged with the broader research and academic community, as well as renowned industry contributors.

We’re 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 on-site offering nutritious and well-balanced food selection catering to varying dietary requirements.
• As well as PCs and Macs in our office, you’ll also find numerous amenities such as a Wellness suite featuring a gym and Peloton bikes, as well as a music room with a piano and guitars.
• We host and sponsor London’s PyData (https://bit.ly/2WlH8OE) and Machine Learning Meetups.
• Man Group has proudly partnered with King’s 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://github.com/man-group
• We regularly talk at leading industry conferences, and tweet about relevant technology and how we’re using it. See @manquanttech and @ManGroup.
• Our Oxford lab is collocated with the Oxford-Man Institute of Quantitative Finance (https://bit.ly/36goTic) and the Machine Learning Research Group in Engineering Science, University of Oxford (https://bit.ly/2MSHDwy)

We offer competitive compensation, a generous holiday allowance, as well as 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.
New York only:
Base Salary Range: The anticipated based salary range for this position is $200,000 - $250,000 + benefits + a discretionary bonus. This is the base salary range that the Company believes it will pay for this position at the time of this posting based on the location and requirements of the position as well as the skills, qualifications, and experience of the applicant. The Firm reserves the right to modify this pay range at any time.
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. There are a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and that encourage inclusion and diversity across our firm and the industry. Man Group is a Signatory of the Women in Finance Charter and the Race at Work Charter. Man Group is also a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact
Peopleoperations@man.com
.
https://www.man.com/diversity
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 Trust’s community 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 markets and may include private medical coverage, discounted gym membership and wellbeing programmes.
Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact
Peopleoperations@man.com

• Building domain knowledge in liquid financial markets.
• Constructing novel features from orthogonal ideas and datasets.
• Exploring new methods to improve information extraction and generalisation.
• Back-testing signals to predict the movements of markets over time horizons spanning from minutes to days.
• Contribute to application of LLMs within FTS.
• Engaging in peer-review of research from across the team, and AHL more widely, to help drive top-quality research across the firm.
• Working with our technologists to help improve our trading platform and infrastructure