Quantitative Research (Oxford, UK)

Man Investments is the Asset Management Division of Man Group plc which is listed on the London Stock Exchange (EMG.L) and is a constituent of the FTSE 100 Index. Through its diverse portfolio of fund managers it has developed in-depth knowledge and specialised strengths across a range of alternative asset classes - hedge funds, leveraged finance and convertible bonds. With over 1,200 employees located in 15 countries, Man Investments has a powerful presence worldwide and provides a dynamic working environment in the fast-paced world of alternative investment management with ample opportunities for personal development. Intelligence and creativity are highly valued as the individual motivation and professionalism of our people play critical roles in our success.

AHL is a fund manager wholly owned by Man that specializes in trading using purely systematic model based investment approaches. We are recruiting 2 positions to be based in the Man Research Laboratory at the Oxford-Man Institute of Quantitative Finance.

Requirements:

• Postgraduate qualification in a numerical/scientific/finance related discipline
• Experience of examining large high frequency datasets (especially order book data) or experience of analyzing large data sets (particularly financial time series)
• Practical experience of a wide variety of statistical, mathematical and signal processing methods
• Proven independent research ability in statistical/mathematical modelling and data analysis, as well as project management abilities
• Excellent computer skills (Windows and Unix), scientific computing experience using Splus/R or Matlab, and preferably familiarity with NAG and one or more of C/C++, SQL, Fortran or Perl
• Excellent verbal and written communication skills e.g. making presentations, writing reports/papers
• Excellent attention to detail
• Able to convey complicated mathematical and financial concepts in a straightforward manner
• Knowledge of some of the following: futures and forward markets, options, bond pricing, portfolio optimization, risk modelling, electronic order types, order book structure, order placement strategies

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