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AHL is part of Man Group and one of the largest managed futures style
hedge funds. AHL has a long history of profitably trading global
financial and commodity markets using model-based, purely systematic
approaches and currently manages investments of over US$20B.
Research and innovation have been central to AHL's impressive 20-year
track record. Recruits into this area would therefore be contributing
directly to AHL's future success.
AHL's commitment to research is on display in Oxford where it has
entered into a unique collaboration with Oxford University through the
Oxford-Man Institute of Quantitative Finance. AHL's researchers are
co-located with some of the world's leading quantitative finance
academics, creating a stimulating research environment and enabling an
easy exchange of ideas in an informal atmosphere.
AHL employees are based in London, Oxford and Hong Kong.
AHL's parent Man is a world-leading alternative investment management
business. With a broad range of funds for institutional and private
investors globally, it is known for its performance, innovative product
design and investor service. Man manages about $46.8 billion (at 31
March 2009) and employs around 1,600 people in 14 countries.
Further information can be found at www.ahl.com
Quantitative Research Analysts
The role involves the design, development and portfolio allocation of
quantitative models which predict price movements in futures, forwards,
options or OTC derivatives using historical data. This gives a unique
employment opportunity for self-motivated individuals with excellent
statistical, computing and data analysis skills, who are able to think
past efficient market theories. An interest in financial markets and
quantitative modelling is essential and you must be looking for a
challenging position with responsibilities as well as opportunities.
Requirements:
* PhD or exceptional Masters qualification in quantitative finance,
statistics, engineering, mathematics, physics or econometrics
* A demonstrable interest in algorithmic trading, financial
derivatives and markets
* Proven independent research ability together with considerable
scientific computing experience
* Experience of applied statistics, mathematical modelling,
real-world data analysis or portfolio construction
* Familiarity with Linux/Unix, R/Splus or MATLAB and one of C/C++,
SQL, Python, Fortran or similar
* Excellent verbal and written communications skills including
delivering presentations and writing papers
How to apply
Please email your covering letter, skills sheet & CV to
[log in to unmask]
Applications without a skills sheet will not be considered.
The skills sheet is available from -
http://www.mangroupplc.com/assets/hr/ahl-skills-sheet.doc
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TG0908
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