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