Quant Developer - Fast Trading

Full Job Description

The Role

As a Quant Developer at AHL you will be working hand-in-hand with our Quant Researchers. Your challenges will be varied, and will involve implementing new trading strategies, building new research frameworks and quant libraries, prototyping new data feeds, development of new portfolio construction techniques or building risk analysis tools.

The Team

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

Our Technology

Our systems are almost all running on Linux and most of our code is in Python, with the full scientific stack: numpy, scipy, pandas, scikit-learn to name a few of the libraries we use extensively. We implement the systems that require the highest 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 containerisation, OpenStack for our private cloud, Ansible for architecture automation, and Slack for internal communication. But our technology list is never static: we constantly evaluate new tools and libraries.

Working Here

Man Tech has a small company, no-attitude feel. It is flat structured, open, transparent and collaborative, and you will have plenty of opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader technology community.

• We host and sponsor London's PyData and Machine Learning Meetups
• We open-source some of our technology. See github.com/man-group
• We regularly talk at leading industry conferences, and tweet about relevant technology and how we're using it. See @manquanttech

We're fortunate enough to have a fantastic open-plan office overlooking the River Thames, and continually strive to make our environment a great place in which to work.

We offer competitive compensation, a generous holiday allowance, along with various health and other flexible benefits. We are also committed to continuous learning and development via coaching, mentoring, regular conference attendance and sponsoring academic and professional qualifications.

Technology and Business Skills

We strive to hire only the brightest and best and most highly skilled and passionate technologists.

Essential

• A proponent of strong collaborative software engineering techniques and methods: agile development, continuous integration, code review, unit testing, refactoring and related approaches
• Expert knowledge in Python or Java
• Worked within a systematic team focusing on one of:
  • Systematic OTC markets Corps/Sovs/FX/CDX
  • Systematic Listed markets Futures/Power/Equities
• Experience of signal research implementation
• Experience with tick data workflows and message based systems
• Relevant mathematical knowledge e.g. statistics, asset pricing theory, optimisation algorithms
• Understands portfolio optimization and risk leveraging optimization workflows
• Experience with trade automation and order generation
• Proficient on Linux platforms with knowledge of various scripting languages
• Strong knowledge of one or more relevant database technologies e.g. Oracle, MongoDB
• Proficient with a range of open source frameworks and development tools e.g. NumPy/SciPy/Pandas, Pyramid, AngularJS, React
• Familiarity with a variety of programming styles (e.g. OO, functional) and in-depth knowledge of design patterns

Personal Attributes

• Strong academic record and a degree with high mathematical or computing content e.g. Computer Science, Mathematics, Engineering or Physics from a leading university
• Craftsman-like approach to building software; takes pride in engineering excellence and instils these values in others
• Focused on delivering value to the business with relentless efforts to improve process
• Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, traders and senior business people alike
• Confident communicator; able to argue a point concisely and deal positively with conflicting views.
• Intellectually robust with a keenly analytic approach to problem solving
• Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities.
• Demonstrable passion for technology e.g. personal projects, open-source involvement.

Work-Life Balance and Benefits at Man

Man Group is proud to provide the best working environment possible for all of its employees, and we are committed to equality of opportunity. At Man Group we believe that a diverse workforce is a critical factor in the success of our business, and this is embedded in our culture and values. We run a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and encourage diversity and inclusion across our firm and industry. . Man Group is also a Signatory of the Women in Finance Charter.

Man Group supports many charities, and global initiatives. We support professional training and development, and requests for flexible or part-time working. Employees are also offered two 'Mankind' days of paid leave per year as part of the Man Charitable Trust's community volunteering programme.

We offer comprehensive, firm-wide employee benefits including competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Additional benefits are tailored to local markets and may include private medical coverage, discounted gym membership and wellbeing programmes.