Quantitative Analyst, Risk

Job description

Tasks

• Think critically about the investment process in order to provide an independent perspective on what risks are being taken in Numeric portfolios - and communicating insights that may potentially result in decisions to the business and help inform the formation of investment systems and tools
• Request frequent interaction with the Investment Committee, regular meetings with the various investment teams, and ongoing discussions with Risk Management and other risk teams
• Ongoing and rapid analysis of the Universe - our internal platform for proprietary risk analytics, designed for the purpose of statistically evaluating the Numeric investment process and the risk to trades being made in both liquid and illiquid portfolios
• In this role, you will:
• Maintain and evolve our Python-based analytics pipeline used daily to assess portfolio risk, factor exposures, and signal balance
• Support the investment process needs with thoughtful delivery of scheduled reports, ad-hoc analyses, and quantitative performance attribution, and present results to portfolio managers and senior management
• Collaborate with control functions and technology investment teams and various risk stakeholders-building relationships while deriving comfort on model performance or whenever a need arises
• Build tools to afford faster insight generation, including:
• Portfolio evaluation dashboards
• Risk decomposition utilities
• Interactive visualization platforms
• Web-based analytics
• Data quality checks and tools - e.g. integration with Python to assess/flag data

Requirements

• Have a background in Computer Science, Applied Math, Engineering, Physics, or similar
• Clear written and verbal communication skills, with Python as a must-have
• Know how to use and navigate a Linux/Unix environment with confidence
• Low latency coding skills
• Can build systems that scale your own thinking
• Can perform a rigorous code review with peers
• Can balance delivery of recurring tasks to ongoing project work
• Can process on numeric data and an appetite for learning

Desirable properties

• Interested in the 'why' behind the investment strategy
• Strong communication skills - with both humans and machines
• Ability to distil complex concepts into multiple smaller ones
• Excellent knowledge of matrix algebra
• Positive attitude
• Quick to learn
• Understanding curiosity
• Willingness to use cutting-edge AI tools

We offer

• Inclusion, Work-Life Balance and Benefits at Man Group
• Opportunities to make a difference through charitable and global initiatives
• Professional development and career advancement
• Comprehensive benefits package, including:
• Competitive pay
• Enhanced holiday entitlement
• Pension/401(k)
• Life and long-term disability coverage
• Group accident and critical illness insurance
• Additional benefits such as private medical coverage, discounted gym
• Merit days off for community volunteering