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Salary The Team
AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firm’s flagship funds as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It manages a diverse set of funds both in terms of trading styles and asset classes. It is also responsible for portfolio construction as well as allocation research inside AHL.
The Portfolio Management area is split into three sub teams: Analytics, Engineering and Monetisation.
The Portfolio Analytics team’s purpose is to deliver quantifiable, transparent, and actionable insights into our research process.
The Portfolio Engineering team’s purpose is to innovate in how we deliver alpha to clients
Finally, the Portfolio Monetisation team’s purpose is to maximise the dollar output of our research in our funds.
Portfolio Monetisation
As part of its mandate, the Portfolio Monetisation team is responsible for various research streams including alpha combination, alpha / fund allocations, portfolio construction and capacity evaluation. Additionally, the team is responsible for day-to-day portfolio management across AHL.
The ideal candidate will be a Portfolio Manager with a strong background in portfolio construction and a successful track record in risk-managing a book focused on Macro.
The candidate will be involved in several areas:
The ideal candidate will be a Portfolio Manager with a strong background in portfolio construction and a successful track record in risk-managing a book focused on Macro.
The candidate will be involved in several areas:
- Improvement of existing portfolios
- Cutting edge research in alpha combination and allocations
- Development of portfolio construction methods
- Day to day portfolio and risk management
- Contributing to AHL’s overall research effort by interacting with and collaborating with other research teams
Technology and Business Skills
Essential
- Exceptional analytical skills; recognised by your peers as an expert in your domain
- Extensive Portfolio management experience in Macro
- Knowledge of markets structure, participants, trading venues and microstructure
- A deep understanding of statistics and an ability to apply to real world problems
- Expertise in a high-level programming language such as Python, or R.
- Proficiency with NumPy/SciPy/Pandas or similar
- Experience of handling large data sets
- Experience with portfolio construction techniques
- Understanding of portfolio risk modelling and risk management techniques
Personal Attributes
- Strong academic record and a degree with high mathematical, statistical and computing content e.g. Mathematics, Computer Science, Engineering, Economics or Physics from a leading university
- Hands-on attitude; willing to get involved with technology and projects across the firm
- 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
- Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, technologist, traders and senior business people alike
- Confident communicator; able to argue a point concisely and deal positively with conflicting views.
Working Here
AHL fosters a performance driven, meritocratic culture with a small company, no-attitude feel. It is flat structured, open, transparent, and collaborative, offering ample opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader research and academic community, as well as renowned industry contributors.
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 have annual away days and research off-sites for the whole team
- We have a canteen onsite offering nutritious and well-balanced food selection catering to varying dietary requirements
- As well as PCs and Macs in our office, you’ll also find numerous amenities such as a Wellness room featuring Peloton bikes, a music room with notably a piano and guitar and a Maker space with light cubes and 3D printer
- We host and sponsor London’s PyData and Machine Learning Meetups
- Man Group has proudly partnered with King’s College London Mathematics School for many years, which offers employees the opportunity to supervise a group of students on a scientific research project or internship
- We open-source some of our technology. See https://github.com/man-group
- We regularly talk at leading industry conferences, and tweet about relevant technology and how we’re using it. See @manquanttechand@ManGroup
We offer competitive compensation, a generous holiday allowance, 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.
About Man AHL
Man AHL is one of the world’s longest running diversified systematic investment managers, trading in over 800 markets globally and offering a range of absolute return and long-only quantitative strategies that invest across traditional and alternative markets.
With over three decades of quantitative investment experience, Man AHL is committed to constant innovation and evolution of research. It applies advanced technology and scientific rigour to every stage of the investment process, from data curation and cleaning through to signal generation, risk management and execution. It views risk management and trading and execution as central to alpha generation, and its strategies are designed to understand risk, take appropriate exposures and, where necessary, dynamically adjust exposure.
Man AHL brings together scientists, academics, technologists and finance practitioners who are driven by curiosity, intellectual honesty and a passion for solving the complex problems presented by financial markets. It works closely with the Oxford-Man Institute of Quantitative Finance (OMI), Man Group’s unique collaboration with the University of Oxford, and leverages insights from its field-leading academic research into machine learning and data analytics.
Founded in 1987, Man AHL’s assets under management were $58.6 billion at 30 September 2023. Further information can be found at
www.man.com/ahl
. 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.
https://www.man.com/diversity
. 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.
