At a Glance
- Tasks: Research quant trading strategies and monitor live trading performance.
- Company: A leading firm in systematic quantitative macro investing with a dynamic team.
- Benefits: Enjoy a collaborative culture and opportunities for professional growth.
- Other info: Ideal for candidates eager to thrive in a supportive and long-term environment.
- Why this job: Perfect for those passionate about diverse asset classes and innovative data analysis.
- Qualifications: Requires 3-4 years in financial markets, coding skills in R or Python, and advanced degrees.
The predicted salary is between 43200 - 72000 € per year.
Job Description
They are specialists in systematic quantitative macro investing and manage systematic quantitative equity and global multi-asset strategies.
Role:-
Your role will involve researching quant trading strategies including also monitoring the live trading of the models, and performance analysis. Everyone in the team gets involved in data requests for clients and marketing. You will monitor the models , give information to the senior quants of the live trading decisions and performance . You will be involved in researching and identifying alternative datasets to create new systematic strategies as well as back-testing and implementing new strategies.
Requirements:-
Ideally you will have quant exposure from multiple asset classes . This is not a role for someone who wants to specialise only in one asset class but perfect for a candidate who is excited about multiple asset classes and exposure to different facets of the job.
They are looking for a quant who has three or four years work experience in a relevant area involving financial markets / macroeconomics from a datascience angle .
Coding ability in R or Python.
You will be very good with data in a practical way and interested in data analysis.
If you have had exposure to presenting or marketing new research to institutional investors – that will be a plus.
Academically, they would like to see Masters / PHDs who have a focus on Economics / Econometrics / Data Science.
This is a place where people work for years and thrive in the culture.
Apply:-
Please send a PDF resume to Tina Kaul at quants@ekafinance.com
Asset Manager Hiring Cross Asset Quant Systematic Researcher / London employer: Eka Finance
As a leading firm in systematic quantitative macro investing, we pride ourselves on fostering a collaborative and innovative work culture in the heart of London. Our employees benefit from extensive growth opportunities, engaging in diverse asset classes while contributing to impactful research that shapes our investment strategies. With a commitment to professional development and a supportive environment, we ensure that our team members thrive both personally and professionally.
StudySmarter Expert Advice🤫
We think this is how you could land Asset Manager Hiring Cross Asset Quant Systematic Researcher / London
✨Tip Number 1
Familiarise yourself with the latest trends in systematic quantitative macro investing. This will not only help you understand the role better but also allow you to engage in meaningful conversations during interviews.
✨Tip Number 2
Network with professionals in the field of quantitative finance. Attend industry events or webinars where you can meet people who work in similar roles, as they might provide insights or even referrals that could help you land the job.
✨Tip Number 3
Brush up on your coding skills, particularly in R or Python. Being able to demonstrate your coding ability through practical examples or projects can set you apart from other candidates.
✨Tip Number 4
Prepare to discuss your experience with data analysis and how it relates to financial markets. Be ready to share specific examples of how you've used data to inform trading strategies or performance analysis.
We think you need these skills to ace Asset Manager Hiring Cross Asset Quant Systematic Researcher / London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience in quantitative research and financial markets. Emphasise your coding skills in R or Python, and any relevant projects that showcase your ability to analyse data across multiple asset classes.
Craft a Strong Cover Letter:In your cover letter, express your enthusiasm for systematic quantitative macro investing. Discuss your experience with alternative datasets and back-testing strategies, and how these align with the role's requirements.
Highlight Relevant Experience:When detailing your work experience, focus on roles where you monitored trading models or conducted performance analysis. Mention any instances where you presented research to institutional investors, as this will strengthen your application.
Proofread Your Application:Before submitting, carefully proofread your CV and cover letter for any errors. A polished application reflects your attention to detail, which is crucial in the field of quantitative research.
How to prepare for a job interview at Eka Finance
✨Showcase Your Quantitative Skills
Make sure to highlight your experience with quantitative analysis and any relevant projects you've worked on. Be prepared to discuss specific strategies you've researched or implemented, especially those involving multiple asset classes.
✨Demonstrate Coding Proficiency
Since coding in R or Python is essential for this role, be ready to discuss your coding experience. You might even want to prepare a small coding example or problem to demonstrate your skills during the interview.
✨Prepare for Performance Analysis Questions
Expect questions about how you monitor and analyse trading performance. Be ready to explain your approach to back-testing strategies and how you would communicate findings to senior quants.
✨Engage with Alternative Data Discussion
Research alternative datasets that could enhance systematic strategies. Be prepared to discuss how you would identify and utilise these datasets in your work, as this shows your proactive approach and creativity in strategy development.
