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

Eka Finance; London; On-site; USD 60,000 - 100,000; Full time

Job summary

An established industry player in asset management is seeking a talented quantitative analyst to join their dynamic research team in London. This exciting role involves researching and developing systematic trading strategies across diverse asset classes, utilizing your expertise in R or Python. You'll play a crucial part in monitoring live trading models, conducting performance analyses, and collaborating with senior quants to inform trading decisions. Join a supportive environment that fosters long-term growth and innovation, where your contributions will directly impact the company's success in the competitive financial landscape.

Qualifications

• 3-4 years of experience in financial markets or macroeconomics.
• Strong practical data handling and analysis skills.

Responsibilities

• Research quantitative trading strategies and monitor live trading models.
• Conduct performance analysis and collaborate on data requests.

Skills

R

Python

Data Analysis

Quantitative Trading Strategies

Education

Master’s in Economics

PhD in Econometrics

PhD in Data Science

Job description

Asset Manager Hiring Cross Asset Quant Systematic Researcher / London

Asset Manager Hiring Cross Asset Quant Systematic Researcher / London

Eka Finance London, United Kingdom Apply now Posted 1 day ago | Permanent | $Base + Bonus

London-based asset management company are looking to add a quantitative analyst to their research team as they expand.

They specialize in systematic quantitative macro investing and manage systematic strategies across equities and multi-asset classes.

Role:

Your responsibilities will include researching quantitative trading strategies, monitoring live trading of models, and conducting performance analysis. The team collaborates on data requests for clients and marketing. You will monitor models, inform senior quants about live trading decisions and performance, and research and identify alternative datasets to develop new systematic strategies, including back-testing and implementation.

Requirements:

• Experience with multiple asset classes is preferred; this role is suited for candidates excited about diverse asset classes and facets of the job.
• 3-4 years of relevant experience in financial markets or macroeconomics from a data science perspective.
• Proficiency in coding with R or Python.
• Strong practical data handling and analysis skills.
• Experience presenting or marketing research to institutional investors is a plus.
• Academic background with a Master’s or PhD in Economics, Econometrics, or Data Science.

This is a supportive environment where employees thrive long-term.

Application:

Please send your PDF resume to Tina Kaul at [e-mail].

Eka Finance is a leading global recruitment consultancy specializing in quantitative finance within banking and finance industries. We offer front-office recruitment services.

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