Quant Developer

7 days ago

London, Greater London, United Kingdom Man Group Full time

About the Role

As a Quantitative Developer at Man Group, you will be working closely with our Quantitative Researchers to develop and implement new trading strategies. This role involves implementing new trading ideas, building research frameworks and quant libraries, prototyping new data feeds, and developing portfolio construction techniques and risk analysis tools.

About the Team

The AHL Fast Trading Strategies team is responsible for developing high Sharpe, fast-frequency strategies across all asset classes. The team has been running for over a decade and manages a large and successful portfolio across all asset classes, spanning both making and taking strategies. The nature of these strategies produces interesting technological problems focusing on tick data, statistical models, and trading automation.

About Our Technology

Our systems are primarily based on Linux, with most of our code written in Python, using the full scientific stack: NumPy, SciPy, Pandas, and scikit-learn. We implement systems requiring high 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 containerization, OpenStack for our private cloud, Ansible for architecture automation, and Slack for internal communication. We continuously evaluate new tools and libraries to stay ahead of the curve.

What We Offer

Man Group is a flat-structured, open, transparent, and collaborative organization. We offer competitive compensation, a generous holiday allowance, and various health and flexible benefits. We are committed to continuous learning and development through coaching, mentoring, regular conference attendance, and sponsoring academic and professional qualifications.

Essential Requirements

  • A strong background in collaborative software engineering techniques and methods.
  • Expert knowledge in Python or Java.
  • Experience working in a systematic team focusing on OTC markets, systematic listed markets, or similar.
  • Signal research implementation and experience with tick data workflows and message-based systems.
  • Relevant mathematical knowledge, including statistics, asset pricing theory, and optimization algorithms.
  • Understanding of portfolio optimization and risk leveraging optimization workflows.
  • Experience with trade automation and order generation.
  • Proficiency in Linux platforms and various scripting languages.
  • Strong knowledge of one or more relevant database technologies.
  • Proficiency with a range of open-source frameworks and development tools.
  • Familiarity with various programming styles and design patterns.

Personal Attributes

  • A strong academic record, preferably with a degree in Computer Science, Mathematics, Engineering, or Physics from a leading university.
  • A craftsman-like approach to building software, with a focus on delivering value to the business.
  • Strong interpersonal skills, with the ability to establish and maintain relationships with quantitative researchers, traders, and senior business people.
  • Confident communication skills, with the ability to argue a point concisely and deal positively with conflicting views.
  • Intellectually robust, with a keenly analytical approach to problem-solving.
  • Self-organized, with the ability to effectively manage time across multiple projects and competing business demands.
  • Demonstrable passion for technology, with personal projects or open-source involvement.

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