Amara Mulliner

Quantitative Researcher, Man AHL
Man Institute Contributor

Amara is a quantitative researcher in the Fast Equities team at Man AHL.

Amara joined Man Group in 2020 through the Man Graduate Programme. After rotations in Man FRM and Man GPM, she joined the Macro team in 2021, where she was a quantitative researcher until 2024. Prior to that, Amara gained experienced at The D E Shaw Group, Bank of America Merrill Lynch, Credit Suisse and Citi.

Amara graduated from the University of Cambridge with a first and as a scholar in Economics.

Man Institute content contributed by Amara

Regimes, Systematic Models and the Power of Prediction

Academic Research read 12 min
March 2025

Regimes, Systematic Models and the Power of Prediction

Discovering we’re in an economic regime after the fact risks missing vital information for adapting investment processes. How can we employ systematic methods to identify economic regimes and use them to predict returns?

Beyond the Peaks - Terrorism as a Catastrophe Risk

Systematic read 9 min
February 2025

Beyond the Peaks - Terrorism as a Catastrophe Risk

In part one of a new series on the asset class, the AHL team explains why it’s worth looking beyond the ‘peak perils’ of catastrophe bonds to terrorism insurance.
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