R devel - Apr 2010 - Job: AHL Research Developer, R/python - top hedge fund, Oxford/London UK

Dear list subscribers,

this is posted in appreciation of the level of skill that subscribers to this
mailing list enjoy and in no way to abuse it.

We are looking to hire a Research Developer with extensive R and/or python
development skills. If interested (below), please contact me directly on osklyar
at ahl.com:

Man Group / AHL Research Developer [3040]

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's
funds under management at the end of year 2009 were roughly at $42 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.

Within Man AHL is a world-leading quantitative investment manager with an
extensive history of performance and innovation. A pioneer in the application of
systematic trading, we have been serving institutional and private clients since
1987. Further information can be found at www.ahl.com.

As part of its investment in quantitative finance research, Man Group and its
quantitative investment manager AHL have established a Research Laboratory at
Oxford. The Laboratory is sharing the same offices with the Oxford-Man Institute
of Quantitative Finance encouraging interaction between academic and commercial
researchers. It pursues commercially driven research programmes primarily
focussed on the needs of AHL but collaborates with the Institute through
seminars, workshops and informal discussions.

In our research we facilitate the use of the tools that are widely spread
throughout the academic quantitative and statistical computing landscape, like
Python and R. There is an immediate and on-going need to develop advanced and
technologically modern computational tools and quantitative techniques to
support the AHL research programmes. In addition, there are a number of
potentially applicable Information Systems and Information Engineering academic
research programmes, which require commercial evaluation and assessment.

Working in close cooperation with the AHL Research teams, both in Oxford and
London, and the AHL Technology group in London, the successful candidate will
design, develop and implement necessary software libraries and frameworks in R,
Python and other languages to support the Oxford research team in technology
topics and develop recommendations on the use of software configuration
management in the AHL research projects.

Responsibilities:

- Design and develop software libraries and frameworks in R and Python to
support the Laboratory's research activities and write corresponding
documentation and example code

- Work with the AHL Technology and AHL Research teams to develop interfaces
between various platforms, in particular Java, C/C++, R and Python to facilitate
effective data and information exchange

- Provide assistance, support and seminars to the researchers on the optimal use
of R and Python libraries and Linux

- Propose and implement algorithms to assist in data analysis tasks 

- Develop recommendations for the use of R and Python in research projects, code
reuse and configuration management across the Laboratory and with the AHL
Research technology to ensure maximum productivity

- Collaborate with the Institute's computer science research team as
required and keep up to date with the computer science research being undertaken
at the Institute and in related University departments

- Work with the AHL Technology Group to ensure that the technology experience
and facilities at the Laboratory are fit for purpose

- Act as the point of contact between the Oxford research staff and the London
based AHL Technology group

Requirements:

- PhD or experienced MSc/Part III in quantitative research in maths, science,
engineering or computer science

- Fluent R or Python and at least one of C, C++, or Java; confidence with Linux,
Unix or similar

- Mathematical skills to 1st year post-graduate and excellent analytical skills 

- Experience in statistical analysis and modelling, optimisation algorithms,
data visualisation, preferably with relation to large data sets

- Passion for computer science and statistics and its application to financial
markets

- Good communication and team working skills coupled with capability for
innovative thinking

Advantageous

- Knowledge of object oriented design, distributed computing, relational
databases

- Experience working with Beowulf-style Linux clusters, MPI, slurm, condor etc 

- Experience of software development in a dealer/trading desk environment 

Man Group, and all related entities, is an equal opportunity employer through
the application of a policy of non-discrimination on the grounds of sex, marital
or civil partner status, gender reassignment, sexual orientation, race, colour,
ethnic or national origin, nationality, citizenship, disability, religion,
religious or philosophical belief and age.

Dr Oleg Sklyar
Research Technologist
AHL / Man Group plc
+44 (0)20 7144 3803
osklyar at ahl.com

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