Quant Developer - AHL Technology

Job description

The role

As a Quant Developer at Man Group, you will be part of one of our flagship teams in Man's systematic trading arm - Man AHL. The team works closely with quant researchers to focus on equity market neutral models. Your challenges will be varied and include building new applications and new trading strategies.

The team

Quant developers at Man Group are part of our wider technology team, consisting of over 60 people from 18 nations. We have diverse backgrounds, including computer science, engineering, physics and mathematics - but what unites us is a passion for technology and writing quality code.

• Our developers are organized into small, cross-functional teams.
• Our engineering consists of two types of roles:
  • "Quant Platform Developers" (also known as "Core Tech")
  • "Quant Developers" (often referred to as "The Maths Team")
• Roles within the teams are focused on areas such as data science and machine learning.

Our technology

• Almost all of our systems run on Linux.
• Most of our code is written in Python, with the full scientific stack.
• We use technologies such as zero/low-latency systems that require fast data transmission.
• In 2019, we migrated to Kubernetes and are on the way to switching to a CNI.
• We use:
  • Airflow for workflow management
  • Kafka for data pipelines
  • Jupyter for Ad-hoc Python
  • Dask for parallelization
  • ELK for log shipping and monitoring
  • Docker automation
  • Stack for internal communication
• We make intensive use of Apache Cassandra and our internally developed DataFrame databases.
• Our technology stack is not set in stone; we are constantly evaluating new tools and libraries.

Technology and business skills

At AHL, we strive to hire only the best and most highly qualified technologists.

Requirements

Essential

• Degree in computer science, mathematics or a related field.
• Experience with Python or similar programming languages.
• Strong interest in understanding financial markets and instruments.
• Mastery of the development of complex software solutions; agile development methods, tools, services and related technologies.
• Strong knowledge of Python.
• Experience with data analysis techniques and relevant libraries (e.g. NumPy / SciPy / Pandas).
• Relevant mathematical knowledge (e.g. statistics, asset pricing theory, optimization algorithms).

Advantageous

• Experience with front-office quantitative software development (e.g. in a hedge fund or investment bank).
• Experience with web-based development and visualization technology for displaying large and complex data sets and relationships.
• Experience with machine learning techniques, natural language processing and related libraries and frameworks (e.g. scikit-learn, TensorFlow).

Personal characteristics

• Strong academic record and a degree with high mathematical and computational content (e.g. computer science, mathematics, engineering or physics).
• Passion for technology (e.g. personal projects, open source participation).
• Intellectually curious with an analytical approach to problem solving.
• Proactive and collaborative; able to work effectively with interdisciplinary efforts