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Eka Finance, a London-based asset management company, is hiring a Cross Asset Quant Systematic Researcher to enhance its quantitative research team. The role involves researching trading strategies across diverse asset classes while leveraging data science expertise. Candidates should have 3-4 years of relevant experience, strong coding skills, and ideally a Master's or PhD in a relevant field.
London-based asset management company is looking to add a quantitative analyst to their research team as they expand.
They specialize in systematic quantitative macro investing and manage systematic equity and global multi-asset strategies.
Role:
Your responsibilities will include researching quantitative trading strategies, monitoring live trading of models, and conducting performance analysis. You will be involved in data requests for clients and marketing, monitor models, provide information on live trading decisions and performance to senior quants, and research and identify alternative datasets to develop new systematic strategies, including back-testing and implementation.
Requirements:
This is a culture where employees work long-term and thrive.
Application:
Please send your PDF resume to Tina Kaul at quants@ekafinance.com.
Eka Finance is a leading global quantitative finance recruitment consultancy in banking and finance industries, offering front-office recruitment services.