Our long-standing corporate partners, Man AHL, is seeking two to three KCLMS alumni to fill their summer 2024 quantitative internship programme starting from 10th June or 17th June (date TBC) in London. 

These paid internships, which last 10-12 weeks and are scheduled to run within the university summer vacation period, will provide successful candidates with the opportunity to work with industry experts and experience cutting-edge commercial quantitative finance research in one of the world’s leading systematic hedge funds. Interns will be competitively paid.

Man AHL mixes mathematics, computer science, statistics and engineering with terabytes of data to understand and predict financial markets, with machine learning playing important roles throughout their systematic investment and trade execution systems.

The successful candidates will contribute to on-going research projects in areas such as:

- Automated investment strategy discovery, optimisation and control

- Developing autonomous trade-execution and routing algorithms

- Isolation and extraction of predictive risk features from high frequency data

- Identifying investment opportunities using the latest natural language processing models

They are looking for candidates:

- Undertaking a degree in a quantitative field of study (STEM-related degrees) 

- Who have a passion for understanding financial markets through empirical data analysis and modelling

- Who have programming, scripting and scientific computing skills in Python and Linux

- Who show broad expertise, pragmatism and open-mindedness

- Who have excellent communication skills and enjoyment of collaborating to solve practical problems

About Man AHL:

They are a research and technology led organisation, with over US$ 50 billion of client capital invested through a range of portfolios. Their algorithmic investment processes ultimately help many ordinary individuals saving for their retirements to manage their investment risks and fulfil their long-term goals. Man AHL has a strong machine learning (ML) team and culture, and have been undertaking ML research and applications for over a decade to strengthen their processes and enhance investment performance for clients.         

Their algorithmic trading models manage over US$ 58.6 billion of investor capital and they have a 30-year track record of outstanding performance. They are a nimble team with a no-attitude feel within a community of approximately 100 researchers and technologists. Their culture is open and transparent and they are actively engaged with the broader machine learning community.

They host and sponsor London’s PyData meets-ups.

They open-source technology and have recently released ArcticDB (Arctic Native), a DataFrame database built for the modern Python Data Science ecosystem (ArcticDB ), (GitHub), (Introducing ArcticDB) blog post). 

They publish papers (link here).

Their Oxford office is collocated with the Oxford-Man Institute of Quantitative Finance (link here).

Please send your CV to Maria Asemah (email here Maria Asemah ) and Gabriel Ridding (email here Gabriel Ridding) with the subject line “Quantitative Finance Internships – KCLMS Alumni”.

Please note the closing date for applications has now passed (10 AM, Monday 22nd April).