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Cross Asset Alpha Researcher/ London / $ Hig

Eka FinanceLondon🇬🇧United Kingdom

Why this role stands out

This hybrid role offers a fantastic opportunity to leverage your quantitative research skills in a dynamic cross-asset environment, with highly competitive compensation and significant potential for career growth. If you have a strong academic background in a quantitative discipline and a passion for developing innovative trading strategies, you'll thrive in this collaborative team. Apply today to join a reputable firm and make a real impact!

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationLondon, United Kingdom
C++JavaPython

Job description

Role:-

Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques.

Research and implement various trading strategies

Identify new trading opportunities by using statistical methods and analysing large data sets

Ensure that all data and related processes are prepared and check over strategies that have been implemented as well as tracking their behaviour

Work closely with other researchers to develop and continuously improve upon mathematical models, and help translate algorithms into code

Requirements:-

Experience of researching, or implementing quantitative models for equities, futures, and/or FX. Cross asset experience is ideal.

PhD in Maths, Stats, Physics, Computer Science, or other quantitative discipline.

Demonstrated ability to conduct independent research utilizing large data sets

Programming in any of the following: C++, Java, , Python.

Detail-oriented

Apply:-

Please send a PDF resume to quants@ekafinance.com

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