Quant Risk Takers / Hong Kong

Role:-

Build quantitative macro strategies, with workflows ranging from idea generation and data exploration to statistical analysis and model implementation

Apply advanced modelling techniques and explore novel datasets.

Work directly with a senior PM to research , develop and implement new trading strategies.

Take responsibility for full stack research from idea generation to trade implementation.

Requirements:-

Significant experience working on systematic macro strategies at a top tier institution . Minimum of 2+ year’s  experience on buy or sell-side Macro desk developing alpha signals and models

Expertise in data analysis: estimation methods, time series analysis, machine learning techniques.

There is a very high technical standard in this team, so they are looking for candidates with exceptional academic backgrounds -  typically to Masters or PhD level from a Global Top 10 University in a highly quantitative subject (Math / Hard Science / Computer Science). 

This role is ideal for a candidate who is interested to work in Hong Kong and who is interested to research and trade new strategies.

Apply:-

Please send a PDF CV to Sara Hunter at quants@ekafinance.com