Quantitative Researcher -Volatility

at  Man Group plc

ABOUT MAN AHL

Man AHL is one of the world’s 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 cleaning through 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, dynamically adjust 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 Institute of Quantitative Finance (OMI), Man Group’s 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 AHL’s assets under management were $63.8 billion at 31 March 2024. Further information can be found at www.man.com/ahl .

Technology and Business Skills

• Strong academic record and a degree with high mathematical, statistical and computing content e.g., Mathematics, Computer Science, Engineering or Physics from a leading university
• Understanding of the underlying structures and behaviours of the financial markets
• Minimum of 3+ years’ experience in volatility trading and modelling, and volatility systematic strategies
• Strong python programming ability. Ability to write clear, well documented and scalable code
• Strong inter-personal skills to enable communication across investment management teams and regions
• Awareness of various statistical and mathematical tools and techniques, and the ability to select the appropriate ones to use in different circumstances
• Ability to write clear, concise, and informative technical reports and proposalsAbility to discuss and present complex ideas in an intuitive, easy to
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We are seeking a highly motivated individual with exceptional academic track records and well-developed practical skills to join our Volatility research team. In return, you will be provided with the opportunity to work with industry experts and experience cutting-edge commercial quantitative finance research in one of the world’s leading systematic hedge funds. Your responsibilities will include:

• Researching, developing and implementing automated volatility trading strategies
• Presenting new/updated research within AHL and across Man Group
• Contributing to AHL’s overall research effort by interacting with and collaborating with other research teams
• Following industry and academic literature for relevant innovations and suggest how Man/AHL could profit from it

Technology and Business Skills

• Strong academic record and a degree with high mathematical, statistical and computing content e.g., Mathematics, Computer Science, Engineering or Physics from a leading university
• Understanding of the underlying structures and behaviours of the financial markets
• Minimum of 3+ years’ experience in volatility trading and modelling, and volatility systematic strategies
• Strong python programming ability. Ability to write clear, well documented and scalable code
• Strong inter-personal skills to enable communication across investment management teams and regions
• Awareness of various statistical and mathematical tools and techniques, and the ability to select the appropriate ones to use in different circumstances
• Ability to write clear, concise, and informative technical reports and proposalsAbility to discuss and present complex ideas in an intuitive, easy to
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