Jobs

Quant Developer - Portfolio Management


Job details
  • Man Group plc
  • London
  • 4 months ago

The Role

As a Quant Developer at AHL you will be working hand-in-hand with our Quant Researchers. Your challenges will be varied, and will involve implementing new trading strategies, building new research frameworks and quant libraries, prototyping new data feeds, development of new portfolio construction techniques or building risk analysis tools.

The Team

AHL Portfolio Management is responsible for all of AHL's fund optimisation and allocation research along with monitoring our fund performance and reviewing our quant process. As a quantitative developer in the PM Tech team, you will be working on AHL's simulation, analytics, and reporting infrastructure; for monitoring our gearing, allocations and implementation shortfall; along with developing and supporting our production optimisers and the engineering needed to implement any oues of Portfolio Management research. The ideal candidate will have a strong understanding of financial markets, a solid grasp of portfolio analytics, an interest in analysing strategy and fund performance, and is familiar with the concepts of statistics and optimisation. This is a front office facing role, working closely with quantitative researchers and developers across multiple teams.

Our Technology

Our systems are almost all running on Linux and most of our code is in Python, with the full scientific stack: numpy, scipy, pandas, scikit-learn to name a few of the libraries we use extensively. We implement the systems that require the highest data throughput in Java. For storage, we rely heavily on MongoDB and Oracle.

We use Airflow for workflow management, Kafka for data pipelines, Bitbucket for source control, Jenkins for continuous integration, Grafana + Prometheus for metrics collection, ELK for log shipping and monitoring, Docker + Kubernetes for containerisation, OpenStack for our private cloud, Ansible for architecture automation, and Slack for internalmunication. But our technology list is never static: we constantly evaluate new tools and libraries.

Working Here

Man Tech has a smallpany, no-attitude feel. It is flat structured, open, transparent and collaborative, and you will have plenty of opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader technologymunity.

We host and sponsor London's PyData and Machine Learning Meetups We open-source some of our technology. See github/man-group

We're fortunate enough to have a fantastic open-plan office overlooking the River Thames, and continually strive to make our environment a great place in which to work.

We offerpetitivepensation, a generous holiday allowance, along with various health and other flexible benefits. We are alsomitted to continuous learning and development via coaching, mentoring, regular conference attendance and sponsoring academic and professional qualifications.

Technology and Business Skills

We strive to hire only the brightest and best and most highly skilled and passionate technologists.

EssentialA proponent of strong collaborative software engineering techniques and methods: agile development, continuous integration, code review, unit testing, refactoring and related approaches Expert knowledge in Python Experience of signal research implementation Relevant mathematical knowledge statistics, asset pricing theory, optimisation algorithms Understands portfolio optimization and risk leveraging optimization workflows Experience with trade automation and order generation Proficient on Linux platforms with knowledge of various scripting languages Strong knowledge of one or more relevant database technologies Oracle, MongoDB Proficient with a range of open source frameworks and development tools NumPy/SciPy/Pandas, Pyramid, AngularJS, React Familiarity with a variety of programming styles ( OO, functional) and in-depth knowledge of design patterns

Personal AttributesStrong academic record and a degree with high mathematical orputing content Science, Mathematics, Engineering or Physics from a leading university Craftsman-like approach to building software; takes pride in engineering excellence and instils these values in others Focused on delivering value to the business with relentless efforts to improve process Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, traders and senior business people alike Confidentmunicator; able to argue a point concisely and deal positively with conflicting views. Intellectually robust with a keenly analytic approach to problem solving Self-organised with the ability to effectively manage time across multiple projects and withpeting business demands and priorities. Demonstrable passion for technology personal projects, open-source involvement.Work-Life Balance and Benefits at Man

Man Group is proud to provide the best working environment possible for all of its employees, and we aremitted to equality of opportunity. At Man Group we believe that a diverse workforce is a critical factor in the success of our business, and this is embedded in our culture and values. We run a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and encourage diversity and inclusion across our firm and industry. //man/diversity . Man Group is also a Signatory of the Women in Finance Charter.

Man Group supports many charities, and global initiatives. We support professional training and development, and requests for flexible or part-time working. Employees are also offered two 'Mankind' days of paid leave per year as part of the Man Charitable Trust'smunity volunteering programme.

We offerprehensive, firm-wide employee benefits includingpetitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Additional benefits are tailored to local markets and may include private medical coverage, discounted gym membership and wellbeing programmes.
Job ID JR005112

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