AHL: Quantitative Research Analyst (London)
AHL is part of Man Group and one of the largest managed futures style
hedge funds. We have a long history of profitably trading global
financial and commodity markets using model-based, purely systematic
approaches.
Part of the success of AHL is down to the robust and rigorous research
underpinning the trading models and thus this role provides the
opportunity to directly contribute to the future of the business.
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 over USD78 billion and employs 1,600 people in 13
countries worldwide.
The original business was founded in 1783. Today, the parent company,
Man Group plc is listed on the London Stock Exchange and ranked in the
top 40 companies of the FTSE 100 Index, with a market capitalisation of
about USD20.7 billion.
Man supports many awards, charities and initiatives around the world,
including sponsorship of the Man Booker literary prizes and the Man
Group International Climate Change Award. Man Group has a powerful
presence worldwide and provides a dynamic working environment with ample
opportunities for personal development.
We are looking for exceptional individuals who possess a postgraduate
degree in a quantitative discipline for permanent positions in our
London based AHL Research group.
The role involves the design and development 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. We maintain a
healthy balance between commercial focus and an academic research
culture enhanced by links with the Oxford-Man Institute of Quantitative
Finance. We also offer an attractive salary and bonus scheme together
with a flexible benefits package.
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 communication skills including
delivering presentations and writing papers
Please send your application letter, CV and completed skills sheet to:
[log in to unmask] Closing date for applications is 30 July
2008.
Applications which do not include a completed skills sheet will not be
considered. The skills sheet can be found at
www.mangroupplc.com/documents/ahl_skills_sheet.doc
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