Quantitative Researcher Intern

About Man AHL:

Man AHL is a team of researchers, developers and traders of systematic investment strategies. We apply scientific rigour and robust technology to diverse collections of data and hundreds of global markets. Through our innovative and collaborative culture, we aim to generate returns for our clients across a range of diversified products.

The open and collaborative nature of Man AHL makes it an ideal place to learn and develop as a Junior Quantitative Researcher. Successful candidates will have the opportunity to work on meaningful projects early on.

AHL Quant Talent Programme

The Quant Talent Programme is designed to provide exposure to all the key areas required to build a successful systematic investment strategy with the ultimate goal of creating well-rounded quantitative researchers who are able to contribute across a wide range of areas. Successful candidates will undertake three 6-month rotations across a variety of quantitative functions covering areas such as alpha research, portfolio construction, execution research and risk management.

A formal training programme will be provided for participants at the commencement of the programme to introduce them to the key concepts and techniques used in the role. All participants will be provided with a mentor to help guide their development throughout the programme.

Who are we looking for?

Due to the technical nature of the role, we opt for applicants with strong mathematical, statistical, or computing skills e.g., Mathematics, Computer Science, Economics/Econometrics, Engineering or Physics from a reputable university. We welcome education levels from Bachelor’s to PhD level.

Responsibilities:

• Research, develop and implement trading strategies.
• Contribute to AHL's overall research effort by collaborating with teams across AHL.
• Follow industry/academic literature for innovations and suggest how AHL can profit from this.
• Apply quantitative techniques and market intuition to large, often novel or unconventional, datasets and cultivate areas of expertise along the way.
• Contribute to the business' overall research effort by interacting with and collaborating with other research teams.

Key Skills & Experience:

• PhD, Masters or Bachelor’s Degree in  a quantitative subject
• Desire to learn and understand the structure and drivers of returns in financial markets
• A demonstrable interest in algorithmic trading, financial derivatives, and markets in general
• Independent research experience
• Practical coding experience in a scripting language such as Python is preferred, though not essential
• Aware of what statistical and mathematical tools and techniques are available and able to independently decide what is appropriate to use in which circumstances
• Strong written and verbal communication skills
• Entrepreneurial team player, able to push and discuss views with the rest of the team and contribute to our wider research agenda

Application Process

• Application Window: September
• Online Tests: October
• Technical Interviews: October/November
• Assessment Centre: October/November– Please note that candidates will be required to attend the assessment centre at our London Office.