Quantitative Analyst at leading hedge fund (London, UK)

AHL has a long history of profitably trading the global financial and commodity markets using model-based purely systematic approaches and currently manages investments of over US$16B. The department undertakes a diverse range of activities including model-based prediction, portfolio construction, risk management and trade execution analysis.

The role will involve the development and management of quantitative models to trade derivative markets, by predicting future price movements. This opportunity is ideal for a self-motivated proactive individual with good mathematics, computing and data analysis skills who is interested in the financial markets, and who is keen to undertake a challenging responsible position.

Requirements:

• PhD or Masters in a statistical/mathematical/scientific/econometric discipline
• Some knowledge or understanding of financial markets preferable
• Able to develop new ideas and conduct independent research using financial data
• Experience of statistical or mathematical modelling and data analysis
• Experience with one of Matlab, Splus or R, and preferably one of C/C++, SQL, Fortran or Perl
• Excellent communication skills including presenting results and writing reports
• Able to convey complicated mathematical and financial concepts in a straightforward manner

Closing date for applications is 31st March 2007.

Please refer to vacancy reference 1513 in the Man Investments careers section of the Man Group website (http://www.mangroupplc.com ) for further details.

Please email your application letter, CV and completed skills sheet (available from the website) to recruitment@maninvestments.com

Contact: Kester, Deborah

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

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