Man Solutions are seeking a Quantitative Portfolio Construction specialist to join the Investment Solutions team. The role is based in London and will report to the Head of Quant Analysis within the team.
As part of a high-profile growth area for Man Group, the successful candidate will support the Man Solutions business, with a focus on developing and managing portfolios for sophisticated clients. There will be considerable opportunity to interact with all areas of the firm.
The role involves developing and applying technology for analysis of performance, exposure and risk in multi-strategy alternative portfolios, including responsibility for assisting in the analysis and management of alternative investment portfolios for some of the world’s largest and most sophisticated investors.
- Research and presentation of Hedge Fund and Alternative Risk Premia portfolio construction
- Analysis and presentation of portfolio exposures, risk, and performance
- Quantitative investment due diligence for new investments
- Responding to enquiries from prospective and existing investors
- Contributing to the development and maintenance of the quantitative technology platform
- Curation and quality assurance of financial datasets, including performance and fund reference data
The successful candidate is likely to have work experience in a quantitative research, risk or portfolio management role at a hedge fund, fund of funds, asset manager or bank.
- Degree in a numerate discipline
- Portfolio analysis expertise, able to calculate and synthesize conclusions from exposure, risk and performance analytics
- Practical portfolio construction skills, familiar with a variety of methodologies
- Deep understanding of the application of statistics in financial analysis
- An understanding of hedge fund and factor-based investing strategies
- Familiarity with Barra risk factor models
- Experience with technology relevant to the current platform stack: Python, SQL Server, Mongo, Tableau, Jenkins/Airflow, Git, Linux
- Familiarity with Python packages: Pandas, numpy, scipy
- Familiarity with relevant financial services technologies: RiskMetrics, Bloomberg
- Creative data visualisation skills
- Presentation skills, creating research reports in a variety of formats
- Excellent communication skills, able to explain complicated ideas to audiences with a range of technical skills
- Excellent team skills, interfacing with sales and presenting to clients
- Attention to detail with a meticulous approach to testing and verification