UK Fund Hiring Entry Level Quant Analysts - Systematic Equity Team

Eka Finance; London; On-site; GBP 40,000 - 60,000; Full time

Job summary

Eka Finance, a leading UK fund, is seeking entry-level PhD quant analysts to join their systematic equity quant trading team in London. Successful candidates will implement and optimize trading strategies while being mentored by experienced professionals in an excellent working environment. A strong background in quantitative analysis and programming is required.

Qualifications

• Strong academic background in quant-related fields.
• Experience with large data sets and programming.
• Interest in systematic trading.

Responsibilities

• Implement and optimize existing trading strategies.
• Research and design innovative data analysis algorithms.
• Collaborate with senior team members.

Skills

C++

Perl

Python

Data Analysis

Machine Learning

Statistics

Time Series Analysis

Education

PhD from a top-tier university

Job description

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UK Fund Hiring Entry Level Quant Analysts - Systematic Equity Team, London

Client: Eka Finance

Location: London, United Kingdom

Job Category: Other

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EU work permit required: Yes

Job Reference: 44215a1afffd

Job Views: 3

Posted: 29.06.2025

Expiry Date: 13.08.2025

Job Description:

Leading UK Fund is hiring 3 entry level PhD quant analysts to work in their systematic equity quant trading team.

Role: Initially, you will be mentored by a senior team member and will be responsible for implementing and optimizing existing strategies. You will work on research, design, and C++ implementation of innovative data analysis algorithms and tools, as well as research, back-testing, C++ implementation, and deployment of new trading strategies.

Requirements:

• PhD from a top-tier university in subjects such as Computer Science, Machine Learning, Artificial Intelligence, Statistics, Operations Research, Econometrics, Signal Processing, or Computer Vision.
• Exceptional Master's students will also be considered.
• Understanding of translating research expertise into the development and optimization of quantitatively driven strategies and trading.
• Experience working with large or noisy data sets.
• Research or internship experience at reputable organizations.
• Strong programming skills in C++, Perl, or Python.
• Demonstrable interest in systematic trading.
• Background in time series analysis, statistics, reinforcement learning algorithms, or portfolio theory.
• Candidates who have completed their PhD this year or are graduating in 2018 are eligible.

Interviews include meetings with senior partners and technical rounds with quants and developers.

The environment is excellent with very low turnover.

No work visa can be provided for this role.

Job ID: TK