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For Companies At a Glance
- Tasks: Join our team to design and implement innovative trading strategies using statistical arbitrage.
- Company: We're a dynamic quant fund focused on cutting-edge trading solutions in global markets.
- Benefits: Enjoy a hybrid work environment with opportunities for professional growth and collaboration.
- Why this job: Be part of a collaborative start-up culture where your contributions directly impact trading success.
- Qualifications: Master’s or Ph.D. in a quantitative field with 5+ years in quantitative finance required.
- Other info: Ideal for quants seeking hands-on experience across research, trading, and coding.
The predicted salary is between 60000 - 84000 £ per year.
Job Description
Key Responsibilities
- Alpha Research & Strategy Design: Partner with the research team to uncover trading opportunities, leveraging expertise in statistical arbitrage and quantitative research. Build, refine, and implement intraday and systematic trading strategies for global markets.
- Advanced Data Analysis: Analyze large-scale market data and time-series datasets, utilizing cutting-edge statistical methods to uncover actionable patterns and insights.
- Model Development & Validation: Develop, test, and continuously enhance predictive models and systematic strategies through rigorous back-testing, ensuring their robustness across diverse asset classes (e.g., equities, currencies, commodities, and fixed income).
- Collaboration Across Teams: Coordinate closely with technology teams to integrate quantitative models with advanced trading infrastructure.
- Risk Assessment & Strategy Optimization: Apply in-depth knowledge of risk management principles to ensure that trading strategies operate within predefined risk parameters.
Key Qualifications
- Educational Background: Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.
- Professional Expertise:
- Demonstrated experience with statistical arbitrage strategies, high-frequency trading, or market-making.
- 5+ years of experience in quantitative finance, systematic trading, or proprietary trading environments.
- Proven ability to generate alpha through rigorous financial modeling, statistical analysis, and innovative research methods.
- Technical Proficiency:
- Strong expertise in Python (particularly for data analysis) and proficiency in C++.
- Familiarity with machine learning techniques and frameworks.
- Advanced skills in analyzing complex datasets, implementing models, and applying statistical methods to trading environments.
- Exceptional problem-solving abilities, particularly in managing complex datasets and implementing innovative solutions.
- A self-starter with a demonstrated ability to work independently in a fast-paced, high-pressure environment.
- Core Competencies:
This role is open to candidates who have medium-frequency experience within statistical arbitrage. High-frequency experience is not fundamental.
If you are a quant researcher who is interested in working in a collaborative start-up environment with very good backing/peers and you want to be involved in all parts of the research/trading/coding – this is a perfect platform. Quants who are part of a larger team where they cannot get involved in all parts of the process and are just one of so many would find this ideal as a stepping stone into their career.
If you're a driven quantitative professional with deep expertise in statistical arbitrage and a passion for cutting-edge trading strategies, we encourage you to apply. Please send a PDF CV to quants@ekafinance.com
Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location employer: Eka Finance
Contact Detail:
Eka Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location
✨Tip Number 1
Network with professionals in the quantitative finance field. Attend industry conferences, webinars, or local meetups to connect with others who work in statistical arbitrage and trading. This can help you gain insights into the latest trends and potentially lead to referrals.
✨Tip Number 2
Showcase your technical skills by working on personal projects or contributing to open-source initiatives related to quantitative research. This not only enhances your portfolio but also demonstrates your passion and expertise in Python and C++.
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of statistical methods and risk management principles. Be ready to discuss specific examples of how you've applied these concepts in previous roles, especially in developing and validating trading strategies.
✨Tip Number 4
Familiarise yourself with the company culture at StudySmarter. Understanding our collaborative environment and values can help you tailor your discussions during interviews, showing that you're a great fit for our team.
We think you need these skills to ace Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in statistical arbitrage and quantitative research. Emphasise any relevant projects or roles that demonstrate your ability to generate alpha and work with complex datasets.
Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for quantitative finance and your specific interest in the role. Mention how your background aligns with the key responsibilities outlined in the job description, particularly in model development and risk assessment.
Highlight Technical Skills: Clearly list your technical proficiencies, especially in Python and C++. If you have experience with machine learning techniques, make sure to include that as well, as it is highly relevant to the role.
Showcase Collaboration Experience: Since the role involves working closely with technology teams, provide examples of past collaborations. Highlight any experiences where you integrated quantitative models with trading infrastructure or worked in a team-oriented environment.
How to prepare for a job interview at Eka Finance
✨Showcase Your Technical Skills
Be prepared to discuss your expertise in Python and C++. You might be asked to solve a coding problem or explain how you've used these languages in past projects, so brush up on relevant libraries and frameworks.
✨Demonstrate Your Analytical Thinking
Expect questions that assess your ability to analyse large datasets and identify patterns. Prepare examples of how you've applied statistical methods to uncover trading opportunities or optimise strategies in previous roles.
✨Discuss Collaboration Experience
Since the role involves working closely with technology teams, be ready to share experiences where you collaborated on projects. Highlight how you integrated quantitative models with trading infrastructure and the impact it had on outcomes.
✨Prepare for Risk Management Questions
Understand the principles of risk management as they relate to trading strategies. Be ready to discuss how you've assessed risk in your previous work and how you ensure strategies operate within predefined parameters.
