Man is a world-leading alternative investment management business. With a broad range of funds for institutional and private investors globally, it is known for its performance, innovative product design and investor service. Man manages around $40 billion.
The original business was founded in 1783. Today, Man Group plc is listed on the London Stock Exchange and is a member of the FTSE 100 Index with a market capitalisation of around £4 billion.
Man Group is a member of the Dow Jones Sustainability World Index and the FTSE4Good Index. Man also supports many awards, charities and initiatives around the world, including sponsorship of the Man Booker literary prizes. Further information can be found at www.mangroupplc.com.
AHL, a wholly-owned subsidiary of Man, has a long history of profitably trading the global financial and commodity markets using model-based purely systematic approaches and currently manages investments of over US$20B.
Head of Electronic Trading Research [Ref: 3035]
Electronic trade execution is an increasingly significant part of AHL's global investment management activities for both FX and futures trading. We have a vibrant and successful electronic trade execution research group that includes quantitative researchers, technologists and execution traders. Due to the expansion of this group and AHL's increased investment in e-trading we are seeking an experienced industry professional with a strong practical track record of research and innovation in e-trading who will drive and manage our future activities in the area. The successful candidate for this new London based role will have excellent team working, collaboration and communication skills and will be responsible for setting and progressing AHL's electronic trade execution research agenda through to client trading whilst working closely with other AHL teams such as the Trading Model Design, Portfolio Management and Technology groups. A keen appreciation of the latest industry and academic developments in electronic trading and market microstructure is essential, together with experience of project management and managing a research team. Travel to AHL’s office in Oxford will be required several times each month, and potentially other AHL offices (Switzerland and Hong Kong) a few times a year.
Responsibilities
- Research and development of adaptive execution sytems for exchange trading of futures and aggregation/execution systems for FX
- Testing proprietary and third party execution algorithms, optimisation to achieve best execution
- Market impact monitoring, analysis and optimisation
- Expanding AHL’s electronic trading research to cover new asset classes and areas of business, and managing the research and development of such systems
Requirements
- Extensive industry research experience of systematic and electronic trading in exchange traded and OTC instruments, and particularly futures and FX
- State-of-the art industry knowledge and experience of high frequency trading research
- Excellent technical, mathematical, statistical, modelling and data analysis skills
- Fluency with Linux/Unix based systems, Oracle / OneTick databases, and at least one of R/S-Plus/Matlab and Python
- Strong academic background (PhD or postdoctoral level) in a mathematical, scientific or engineering discipline
- Excellent track record of team leadership, collaboration and project management
- Good communication and people skills - role requires regular contact with other business areas and external parties
- Keen understanding of trading conventions, market practices and regulatory requirements
- A good, current awareness of the technology systems (applications, programming languages, networks) and related resources required to successfully implement advanced electronic execution functionality.
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