Asset Manager Hiring Cross Asset Quant Systematic Researcher / London | London, UK

Asset Manager Hiring Cross Asset Quant Systematic Researcher / London

Eka Finance London, United Kingdom

Posted: 1 day ago | Type: Permanent | Salary: $Base + Bonus

London based asset management company are looking to add a quantitative analyst onto their research desk as they are expanding the current team.

They are specialists in systematic quantitative macro investing and manage systematic quantitative equity and global multi-asset strategies.

Role:

Your role will involve researching quant trading strategies, monitoring the live trading of the models, and performance analysis. Everyone in the team gets involved in data requests for clients and marketing. You will monitor the models, provide information to the senior quants on live trading decisions and performance. You will also research and identify alternative datasets to create new systematic strategies, as well as back-test and implement new strategies.

Requirements:

1. Ideally, you will have quant exposure from multiple asset classes. This is not a role for someone who wants to specialize only in one asset class but perfect for a candidate who is excited about multiple asset classes and exposure to different facets of the job.
2. Three to four years of work experience in a relevant area involving financial markets/macro-economics from a data science angle.
3. Coding ability in R or Python.
4. Strong practical data skills and an interest in data analysis.
5. Exposure to presenting or marketing new research to institutional investors is a plus.
6. Academically, a Masters or PhD with a focus on Economics, Econometrics, or Data Science is preferred.

This is a place where people work for years and thrive in the culture.

Apply:

Please send a PDF resume to Tina Kaul at quants@ekafinance.com.