Job Details

Engineer - GLG 1136936
Quant UK - London
Permanent 28 May 2019

Engineer - GLG Engineering

Man Alpha Technology

Front Office technology at Man is known as Alpha Technology. Alpha Technology was formed in 2018, bringing together a number of Investment Manager specific teams into a single business entity. Alpha Technology's purpose is to create a team, environment and technology platform which promotes the highest level of innovation and agility across all of our investment managers, whilst minimising unnecessary duplication of technology, tools and processes. It is structured into the following teams, each with their own CTO or Head of Technology reporting into the Man Alpha Technology CTO, who in turn reports to Man's Chief Investment Officer:

  • Alpha Platform Technology - responsible for the common front-office platform, comprising Data Engineering, Python Research and Development Infrastructure and Linux High Performance Compute.
  • Execution Technology - responsible for Electronic Execution Technology and Trader facing tools.
  • Risk Technology - responsible for core elements of front office risk technology.
  • AHL Technology - responsible for AHL specific technology, including research systems, systematic trading strategies, portfolio construction tools and order management systems.
  • GLG Technology - responsible for GLG specific technology, including quant tools and portfolio manager facing tools
  • Numeric Technology - responsible for Numeric specific technology, including research systems, systematic trading strategies, portfolio construction tools.

The Role

As a Software Engineer at GLG, you will be sitting alongside world class Portfolio Managers and Quant Researchers. Your role will be multi-faceted, involving working directly with cutting edge trading strategies and portfolio construction techniques, and always making sure that the solutions you produce are of the highest quality and constantly keeping up with software engineering best practices.

As this is a front-office facing role, there will be significant engagement with the business and a desire to learn the domain as well as the technology is crucial. Your work will have a direct impact on the profit and loss of the firm, and you will be sitting alongside the people at the front line.

We're looking for somebody who passionately believes that innovation doesn't have to come at the cost of engineering quality.

The Team

This is a brand new team within GLG Technology designed to bridge the gap between research and engineering, born from the realisation that innovation and good engineering practice are not mutually exclusive. We work closely with the research team to understand, improve and productionise their successes.

Our Technology

We are proudly polyglot - we will use whatever technology we think is right for the job. Most of the current Alpha Tech stack is running on Linux and most of the code is in Python, with the full scientific stack, e.g. NumPy, SciPy, and pandas. We increasingly teach portfolio managers and their analysts how to leverage Python and our APIs in order to increase their own productivity, so familiarity with both Python and Linux are essential to the role. However, other groups within Man use other languages such as .NET and Java so we are constantly evaluating arguments for multi-language adoption and the benefits it can bring, such as the use of .NET Core and Docker within our stack.

Because of our small team size and the dynamic nature of our business, our technology choices are not static and team members can explore new technologies relatively freely. This means you will be able to shape our technology landscape and have a high impact early on. We operate an internal RFC process and our own version of the ThoughtWorks Tech Radar to make sure that we keep some level of governance without heavy top-down control, and to ensure that ideas that people like can spread quickly

Working Here

Alpha Tech has a small company, no-attitude feel. It is flat structured, open, transparent and collaborative, and you will have plenty of opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader technology community.

  • We host and sponsor London's PyData and Machine Learning Meetups
  • We open-source some of our technology. See https://github.com/manahl
  • We regularly talk at leading industry conferences, and tweet about relevant technology and how we're using it. See @manquanttech

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 organise regular social events, everything from photography through climbing, karting, wine tasting and regular team lunches
  • We have an annual away day and off-sites for the whole team
  • We have a canteen with a daily allowance for breakfast and lunch, and an on-site bar for the evening
  • As well as PCs and Macs, in our office you'll also find numerous pieces of cool tech such as light cubes and 3D printers, a music room with guitars and a piano, ping-pong and table-football

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.

Personal Attributes

  • Craftsman-like approach to building software; takes pride in engineering excellence and is passionate about instilling these values in others
  • Intellectually robust with a keenly analytic approach to problem solving and a love of challenging ideas and being challenged
  • Self-starter with the ability to effectively manage time across multiple competing demands and business priorities
  • Strong interpersonal skills; able to establish and maintain a close working relationship with traders, quantitative researchers, peers, and senior business people alike
  • Confident communicator; able to argue a point concisely and deal positively with conflicting views

Technology and Business Skills

We strive to hire only the brightest, best and most highly skilled and passionate technologists; but not purely from a technical perspective - we value curiosity and excitement about the potential of technology above all.

Essential

  • Exceptional technology skills; recognised by your peers as someone of real potential
  • An interest in software development beyond just writing code; an appreciation of architecture, DevOps, and the SDLC
  • A proponent of strong collaborative software engineering techniques and methods: agile development, continuous integration, code review, testing methodologies such as TDD, refactoring, and related approaches
  • A keen interest in financial markets - no direct experience is necessary, but we want people that want to learn
  • Knowledge of Python
  • Experience with Linux platforms with knowledge of various scripting languages

Advantageous

  • Relevant industry experience
  • Experience of web based development and visualisation technology for portraying large and complex data sets and relationships
  • Experience with NumPy, SciPy, pandas, or related packages
  • Experience with other languages and ecosystems (e.g. .NET, Java)
  • Experience with statistics, machine learning, or quant techniques

Man Principles

Performance


First, foremost and always, we focus on achieving superior risk-adjusted performance.

Clients


Our clients are at the heart of everything we do.

Excellence


Good is not enough, we strive to be excellent in all we do.

Responsibility


We expect our people to do the right thing and conduct our business with the highest standards of integrity.

Differentiation


We seek to be differentiated and original in our thinking.

Meritocracy


We succeed through talent, commitment, diligence and teamwork.

PERFORMANCE | CLIENTS | EXCELLENCE | RESPONSIBILITY | DIFFERENTIATION | MERITOCRACY