Quantitative Researcher – Securitized

Job description: Quantitative Researcher – Securitized

Tasks

• Researching, mapping, and understanding securitized markets and sectors
• Developing and implementing trading strategies, taking them from hypothesis to live trading
• Improving our systematic trading platform for securitized products
• Following industry and academic literature for relevant innovations and new research ideas, and suggesting how Man AHL can profit from them

Requirements

• Exceptional analytical and quantitative skills as evidenced by a degree with high mathematical, statistical, or computing content such as Mathematics, Physics, Engineering, etc.
• 3+ years of experience in a relevant area (e.g., investment bank/hedge fund/non-bank financial institution) (ABSs, CLOs, GLLCs, etc.) or related field
• Detailed understanding of the industry-standard data providers, software packages, and datasets for your area/asset class of specialization
• A deep understanding of how to analyze securitized product collateral to uncover alpha and value opportunities within securitized markets
• A strong understanding of statistics and the ability to apply this to real-world problems
• Strong programming ability in at least one language and the ability to write clear, well-documented, and scalable code
• The ability to write concise, clear, and informative technical reports and proposals

We offer

• A flexible work environment that prioritizes work-life balance
• A culture that promotes diversity and inclusivity
• Training and internal initiatives to support employees in developing their talents and growing
• A comprehensive benefits package, including:
• Competitive vacation entitlements
• Pension/401K
• Life and long-term disability insurance
• Group sick pay
• Extended parental leave and long-term leave
• Additional benefits, such as private health insurance, discounted gym memberships, and pet insurance, depending on location
• Two annual mental health days and leave for charitable activities