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Intraday Futures/ FX Quant Researcher/ Global Locations / £ Base + Bonus

Eka FinanceLondon🇬🇧United Kingdom

Quick overview

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

Job description

Role:-

As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques.

Your role will involve:-

  1. Statistical modelling of financial and non-financial datasets, examining real-world data.
  2. Delivering high quality statistical research output against our research goals.
  3. The opportunity to make an impact on the continued build out of Systematic Macro infrastructure .
  4. The opportunity to deploy capital across FX, EM FX, Rates, Commodities and Equites asset classes.

Requirements:-

  1. 3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates.
  2. Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
  3. Experience of building and running systematic intraday futures/ FX strategies.
  4. A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc).
  5. Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
  6. Strong programming skills in either C++ / Python.

Apply:-

Please send a PDF resume to quants@ekafinance.com

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