The Role
Portfolio Management is responsible for all of this fund’s optimisation and allocation research along with monitoring fund performance and reviewing the quant process. As manager of the PM Tech team, you will be responsible for the simulation, analytics, and reporting infrastructure; for monitoring gearing, allocations and implementation shortfall; along with developing and supporting the production optimisers and the engineering needed to implement any outcomes of Portfolio Management research.
You will work with Quants and Engineers across the firm and Technology to make this possible. It’s a very collaborative role, requiring linking together much of the platform into a consistent high-level view. The role will report into the Co-Head of Front-Office Engineering.
Looking for an agile and hands-on technology manager with excellent engineering skills, good financial markets experience, and a good working knowledge of statistics.
The Technology
Systems are almost all running on Linux and most of the code is in Python, with the full scientific stack: numpy, scipy, pandas, scikit-learn to name a few of the open-source libraries we use extensively. We implement the systems that require the highest data throughput in Java and C++. 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 and Kubernetes for containerisation, OpenStack for our private cloud, Ansible and Terraform for architecture automation, and Slack for internal communication. We heavily utilise our in-house developed DataFrame Database. Our technology list is never static: we constantly evaluate new tools and libraries.
Working Here
This fund has a small company, no-attitude feel. It is flat structured, open, transparent and collaborative, and you will have plenty of opportunity to have enormous impact on the firm. They are actively engaged with the broader technology community.
- They host and sponsor London’s PyData & Machine Learning Meetups and open-source some of their technology
- They regularly talk at leading industry conferences, and tweet about relevant technology and how we’re using it.
They have a fantastic open-plan office overlooking the River Thames, and continually strive to make the environment a great place in which to work.
- Regular social events; from photography to climbing, karting, wine tasting and monthly team lunches
- Annual away days and off-sites for the whole team
- Canteen with a daily allowance for breakfast and lunch, and an on-site bar for in the evening
- As well as PCs and Macs, you’ll find loads of cool tech including light cubes and 3D printers, guitars, ping-pong and table-football, and a piano.
Technology and Business Skills
Essential:
- Substantial quant development engineering experience
- Excellent team management and communication skills
- A knowledge of a modern data-science stack
- Demonstrable programming experience, ideally in Python, Java, (C++ desirable)
- Experience of the challenges of dealing with large data sets, both structured and unstructured
- Used a range of open source frameworks and development tools, e.g. NumPy/SciPy/Pandas, Spark, Kafka, Flink
- Working knowledge of one or more relevant database technologies, e.g. Oracle, Postgres, MongoDB, ArcticDB.
- Proficient on Linux
Advantageous:
- An excellent understanding of financial markets and instruments
- An understanding of quantitative portfolio allocation approaches
- Prior experience of working with financial market data
- Experience of web based development and visualisation technology for portraying large and complex data sets and relationships
- Relevant mathematical knowledge, e.g. statistics, time-series analysis.
Personal Attributes:
- Strong academic record and a degree (or equivalent industrial experience) with high mathematical and computing content, e.g. Computer Science, Mathematics, Engineering or Physics from a leading university
- Strong interpersonal skills; able to establish and maintain a close working relationship with your team, quantitative researchers, traders and senior business people alike
- 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
- Focused on delivering value to the business with relentless efforts to improve process
- Confident communicator; able to argue a point concisely and deal positively with conflicting views.
Work-Life Balance and Benefits
Proud to provide the best working environment possible for all of its employees, they are committed to equality of opportunity. They believe that a diverse workforce is a critical factor in the success of the business, and this is embedded in the culture and values. Running a number of external and internal initiatives, partnerships and programmes which help them to attract and develop talent from diverse backgrounds and encourage diversity and inclusion; they’re also a Signatory of the Women in Finance Charter.
They 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.