Systematic Fund Hiring Quant Researchers for London team | London, UK

Systematic Fund Hiring Quant Researchers for London team Quant Asset Manager are looking to hire quant researchers to report straight to the Head of Quant Trading and to be based in London. Role: In this role, you will be part of a very open, collaborative team where growth, learning, and experiences are important. You will work on every aspect of the strategy and receive ownership of a project from start to finish. You will sit with the Head of the Desk / CIO, and everything you do in this team will have a direct impact on the trading program. Requirements: 3-5 years of quant systematic experience. It is a definite plus if you have worked on alphas; however, this is not mandatory. You should know how to look at the risk of a strategy and integrate this into a wider array of strategies. You will be someone who is at ease in a data-driven environment. Strong, confident communication skills are required as you will be interacting with multiple teams. Other team members are educated to PhD level in subjects such as Maths, Computer Science, Statistics, and Physics. Candidates who are working at tier one firms and are looking for their next big move should apply. Apply: Please send a PDF resume to quants@ekafinance.com #J-18808-Ljbffr