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Senior Quant Strategist / FICC / USA/ London

Eka FinanceNew York, NY🇺🇸United States

Why this role stands out

This hybrid role offers a fantastic opportunity to drive innovation in quantitative trading strategies, leveraging your advanced analytical and programming skills to directly impact portfolio management. You'll thrive here if you possess a strong quantitative background and a passion for building sophisticated financial models, with the flexibility of a hybrid work environment in a leading financial firm. Don't miss out on this chance to advance your career in a dynamic FICC strategy position!

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationNew York, NY, United States
C++Portfolio ManagementPythonLinux

Job description

Role;-

Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies

Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

Requirements :-

  1. PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
  2. 2-8 years experience in quantitative research and/or quantitative development for systematic strategies including global equities and/or ETFs, futures, currencies and options
  3. Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
  4. Working knowledge of Linux

Apply:-

Please send a PDF CV to quants@ekafinance.com

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