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Eka Finance in Hong Kong is seeking a Quant Macro Trader / Low Frequency to identify trading opportunities in macro portfolios and monitor signal behaviour and model performance. You would lead the full strategy research cycle from signal generation to implementation.
The role requires at least 3 years' experience, strong knowledge of macro portfolios, ML/stats/NLP, and proficiency in Python/C++. A proven track record in delivering systematic strategies is expected.
Identifying trading opportunities in macro portfolios.
Monitoring signal behavior and model performance over time.
You would lead the full strategy research cycle from signal generation to implementation.
Requirements:-3 years’ experience ( minimum)
Strong knowledge of macro portfolio construction
Strong ML, stats, and NLP knowledge.
Strong coding skills in Python / C++
Proven track record in delivering successful systematic strategies.