Man Investments
Quantitative Analyst, Man Research Laboratory (Oxford)

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
Please send your application letter, CV and completed skills sheet to:
[log in to unmask]
Skills sheet is available from -
www.mangroupplc.com/documents/ahl_skills_sheet.doc

Closing date for applications is 21st April 2008.  

Applications which do not include a completed skills sheet will not be
considered.








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