Role:-
This is a Director level position and they are expanding their portfolio so they want to diversify at this stage . Your role will be to focus on short term strategies in either futures or FX and work on the alpha generation of the strategies. You will be very hands on and working in a small team of 3-4 quant portfolio managers focusing solely on low capacity strategies. You will work on the formulation of ideas and strategies in the automated trading space, seen through to implementation and running live in the FX/Ffutures markets
Requirements:-
You must have a minimum of 3 years experience in researching , developing and trading systematic strategies in a bank or a hedge fund within Futures OR FX. In-depth understanding of research, back-testing, implementing statistical arbitrage or market making strategies. Ideally , they want a person who understands the markets and can really stand on their own feet from day one
MSc/ PhD in a quantitative discipline from a top University .
Coding experience in Python / C++.
This role is ideal for a person who likes the idea of working in a start- up environment and wants to keep a healthy work life balance. Also , perfect for candidates who want to be based in Geneva and who are excited about working in hands on trading roles.
The fund has a collaborative research oriented team environment being a start up. Traders who are after a silo set up will not be right for this fund.
Ideally you will be based in Europe.
Apply:-
Please send a PDF resume to quants@ekafinance.com
