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Award winning hedge fund in London are looking to add a quantitative researcher with prior experience working on alpha generating strategies in the systematic macro space, using futures. They have recently hired a senior quant and are looking to further expand their quant research team.

Role:-

Develop systematic trading models across FX, futures.
Alpha idea generation, backtesting, and implementation
Assist in building, maintenance, and continual improvement of production and trading environments
Evaluate new datasets for alpha potential
Improve existing strategies and portfolio optimization

Requirements:-

4+ years of experience in quantitative trading, ideally in FX or futures
PhD in mathematics, statistics, physics or other quantitative discipline.
Experience with alpha research, portfolio construction and optimization
Experience building statistical/technical, fundamental, and data driven signals
Extensive experience in systematic macro and FX strategy development, using futures.
Experience working on/building medium/high frequency systematic strategies
Strong experience with data exploration, dimension reduction, and feature engineering
Experience managing and running risk is a strong plus.
Confident Python coder

Apply:- Please send a PDF resume to quants@ekafinance.com

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Eka Finance

London, United Kingdom

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