Senior Quant Macro Quant Analyst/ London/ $ High | London, UK

Eka Finance; London; On-site; USD 70,000 - 110,000; Full time

Job summary

An award-winning hedge fund in London is seeking an experienced quantitative researcher to join their dynamic team. In this exciting role, you will develop systematic trading models across FX and futures markets, generate alpha ideas, and enhance existing strategies. The ideal candidate will have a PhD in a quantitative discipline and extensive experience in systematic macro strategies. Join a forward-thinking company that values innovation and offers a collaborative environment where your contributions can lead to significant advancements in quantitative finance. This is a fantastic opportunity to boost your career in a thriving sector.

Qualifications

• 4+ years in quantitative trading, especially in FX or futures.
• Experience with alpha research and portfolio optimization.

Responsibilities

• Develop systematic trading models for FX and futures markets.
• Conduct backtesting and implement trading strategies.

Skills

Quantitative Trading

Python Programming

Data Exploration

Risk Management

Feature Engineering

Education

PhD in Mathematics

PhD in Statistics

PhD in Physics

Job description

Senior Quant Macro Quant Analyst / London / $ High

Senior Quant Macro Quant Analyst / London / $ High

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

Award-winning hedge fund in London is looking to add a quantitative researcher with prior experience working on alpha-generating strategies in the systematic macro space, using futures. They have recently hired a senior quant and are looking to expand their quant research team.

Role:

• Develop systematic trading models across FX and futures markets.
• Generate alpha ideas, conduct backtesting, and implement strategies.
• Assist in building, maintaining, and improving production and trading environments.
• Evaluate new datasets for alpha potential.
• Enhance existing strategies and optimize portfolios.

Requirements:

• 4+ years of experience in quantitative trading, preferably in FX or futures.
• PhD in mathematics, statistics, physics, or another quantitative discipline.
• Experience with alpha research, portfolio construction, and optimization.
• Proficiency in building statistical, technical, fundamental, and data-driven signals.
• Extensive experience in systematic macro and FX strategy development using futures.
• Experience developing medium/high-frequency systematic strategies.
• Strong skills in data exploration, dimensionality reduction, and feature engineering.
• Risk management experience is a strong plus.
• Confident Python programming skills.

Application: Please send your PDF resume to [e-mail].

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

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