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For Companies At a Glance
- Tasks: Research quant trading strategies and monitor live trading performance.
- Company: Join a leading firm in systematic quantitative macro investing.
- Benefits: Collaborate with experts and gain exposure to multiple asset classes.
- Why this job: Perfect for those excited about diverse financial markets and innovative data strategies.
- Qualifications: 3-4 years in financial markets, coding in R or Python, and strong data analysis skills.
- Other info: Ideal for Masters/PhDs in Economics, Econometrics, or Data Science.
The predicted salary is between 48000 - 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
Cross Asset Specialist employer: Eka Finance
Contact Detail:
Eka Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Cross Asset Specialist
✨Tip Number 1
Make sure to showcase your experience with multiple asset classes. Highlight any projects or roles where you've worked across different financial markets, as this is a key requirement for the Cross Asset Specialist position.
✨Tip Number 2
Demonstrate your coding skills in R or Python through practical examples. If you have any personal projects or contributions to open-source that involve data analysis or quant strategies, be ready to discuss them during the interview.
✨Tip Number 3
Prepare to talk about your experience with performance analysis and live trading decisions. Be ready to provide insights on how you've monitored models and made data-driven decisions in past roles.
✨Tip Number 4
If you have experience presenting research to institutional investors, think of specific examples to share. This will demonstrate your ability to communicate complex data insights effectively, which is a valuable skill for this role.
We think you need these skills to ace Cross Asset Specialist
Some tips for your application 🫡
Understand the Role: Make sure you fully understand the responsibilities of a Cross Asset Specialist. Highlight your experience with quant trading strategies, performance analysis, and data science in your application.
Tailor Your Resume: Customize your resume to reflect your experience in multiple asset classes and your coding skills in R or Python. Emphasize any relevant work experience in financial markets or macroeconomics.
Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for quantitative investing and your ability to analyze data. Mention any experience you have in presenting research to institutional investors, as this is a plus for the role.
Proofread Your Application: Before submitting, carefully proofread your resume and cover letter for any errors. A polished application reflects your attention to detail, which is crucial in this field.
How to prepare for a job interview at Eka Finance
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative trading strategies. Highlight specific projects where you've successfully implemented or monitored models, and be ready to explain your thought process and the outcomes.
✨Demonstrate Data Proficiency
Since the role requires strong data analysis skills, come equipped with examples of how you've worked with data in practical scenarios. Discuss any tools or programming languages you are proficient in, especially R or Python.
✨Highlight Multi-Asset Class Experience
Emphasize your exposure to multiple asset classes. Share experiences that illustrate your versatility and excitement about working across different financial markets, as this is a key requirement for the role.
✨Prepare for Client Interaction Scenarios
Since the team engages in data requests for clients and marketing, think of instances where you've presented research or findings to stakeholders. Be ready to discuss how you can effectively communicate complex data insights to institutional investors.
