Quantitative Researcher – Securitized

Job description: Quantitative Researcher – Securitized

Tasks

• Researching, sourcing, and underwriting securitized markets and sectors
• Designing 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 could benefit from them
• Building high conviction trades in your specialist area, monitoring performance and performance metrics, and testing new investment research ideas

Requirements

• Exceptional analytical and quantitative skills as evidenced by a degree with high mathematical, statistical, or computational content such as Mathematics, Physics, Engineering, etc.
• 3+ years of experience in a related field (e.g., investment bank/hedge fund/quantitative researcher/quantitative developer/trader/academic), experience with programming languages (e.g., Python, R, Matlab, C++, VBA, etc.)
• 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 existing securitized markets
• A strong understanding of statistics and the ability to apply this to real-world problems
• Strong presentation ability in at least one language and the ability to write clear, well-documented, and suitable code
• The ability to work effectively, concise and informative technical reports and proposals

We offer

• A dynamic environment where you can grow, develop your talents, and promote an inclusive environment for everyone
• Opportunities to make a difference through our charitable and global initiatives while advancing your career through comprehensive training programs
• A comprehensive benefits package, including competitive vacation entitlements, pension/RPF, life and long-term disability insurance, group sick pay, enhanced paternity leave, and long-term leave.
• Additional benefits such as private health insurance, discounted gym membership options, and pet insurance, depending on location