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.
AHL is one of the largest managed futures style hedge funds with a long history of profitably trading global financial and commodity markets using model-based, purely systematic approaches. We currently manage investments of over US$20B. 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.
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 and real-world data analysis
- 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
Applications
Closing date for applications is 21st April 2008.
Please send your application letter, CV and completed skills sheet to: gradrecruit@maninvestments.com
Please refer to job vacancy (Ref 2102) on the careers section of the Man Group website (www.mangroupplc.com) for further details.
Applications which do not include a completed skills sheet will not be considered.