Quant Researcher

Intraday Futures/ FX Quant Researcher/ Global Locations / £ Base + Bonus

Eka Finance London, United Kingdom

Posted 2 days ago | In-Office Job | Permanent | $High

Quant pod are looking to recruit a senior quant analyst in the systematic macro space. You can be based in London, Dubai, or Asia.

Role:

As a quantitative researcher, you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques.

Your role will involve:

• Statistical modelling of financial and non-financial datasets, examining real-world data.
• Delivering high-quality statistical research output against our research goals.
• The opportunity to make an impact on the continued build-out of Systematic Macro infrastructure.
• The opportunity to deploy capital across FX, EM FX, Rates, Commodities, and Equities asset classes.

Requirements:

• 3+ years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equities, FX, EM FX, Commodities, and Rates.
• Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
• Experience of building and running systematic intraday futures/FX strategies.
• A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling, etc.).
• Quantitative background - includes advanced degrees (PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, and Physics.
• Strong programming skills in either C++ or Python.

Apply:

Please send a PDF resume to quants@ekafinance.com