Asset Manager Hiring Cross Asset Quant Systematic Researcher / London
Eka Finance London, United Kingdom
Posted: 21 days ago | Type: Permanent | Salary: $Base + Bonus
London-based asset management company is looking to add a quantitative analyst to their research desk as they expand the current team.
They are specialists in systematic quantitative macro investing and manage systematic quantitative equity and global multi-asset strategies.
Role:
Your role will involve researching quant trading strategies, monitoring the live trading of the models, and conducting performance analysis. Everyone in the team gets involved in data requests for clients and marketing. You will monitor the models, provide information to the senior quants regarding live trading decisions and performance. You will also be involved in researching and identifying alternative datasets to create new systematic strategies, as well as back-testing and implementing these strategies.
Requirements:
1. Ideally, you will have quant exposure from multiple asset classes. This role is not for someone who wants to specialize only in one asset class but is perfect for a candidate who is excited about multiple asset classes and exposure to different facets of the job.
2. They are looking for a quant with three to four years of work experience in a relevant area involving financial markets/macro-economics from a data science angle.
3. Coding ability in R or Python is required.
4. You should be very good with data in a practical way and interested in data analysis.
5. If you have had exposure to presenting or marketing new research to institutional investors, that will be a plus.
6. Academically, they would like to see Masters/PhDs with a focus on Economics/Econometrics/Data Science.
This is a place where people work for years and thrive in the culture.
Apply:
Please send a PDF resume to Tina Kaul at quants@ekafinance.com
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