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- Tasks: Drive the development of intraday and high-frequency trading strategies through alpha research and model optimization.
- Company: Join a collaborative start-up environment with strong backing and talented peers in quantitative finance.
- Benefits: Engage in all aspects of research, trading, and coding while working independently in a fast-paced setting.
- Why this job: Perfect for quants seeking to expand their skills and make a significant impact in trading strategies.
- Qualifications: Master’s or Ph.D. in a quantitative field with 5+ years in statistical arbitrage or high-frequency trading.
- Other info: Open to medium-frequency experience; ideal for those wanting a hands-on role in a dynamic team.
The predicted salary is between 43200 - 72000 £ per year.
Position Overview:-
We are seeking an experienced Quantitative Researcher to drive the development and optimization of intraday and high-frequency trading strategies. This pivotal role involves conducting alpha research, implementing sophisticated models, and rigorously back-testing systematic strategies. A strong foundation in statistical arbitrage is essential, as the role demands expertise in quantitative research, data-driven decision-making, and statistical methodologies.
The ideal candidate has a proven track record in either high-frequency trading, market-making, or working with leading proprietary trading firms and brings a deep understanding of statistical arbitrage principles. The candidate can come from either a medium frequency or a high frequency background.
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.
- Core Competencies:
- 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.
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 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
✨Tip Number 1
Make sure to showcase your experience with statistical arbitrage strategies in your conversations. Highlight specific projects or models you've worked on that demonstrate your ability to generate alpha.
✨Tip Number 2
Familiarize yourself with the latest trends and technologies in quantitative finance, especially in high-frequency trading. Being able to discuss recent advancements can set you apart during interviews.
✨Tip Number 3
Prepare to discuss your technical skills in Python and C++. Be ready to provide examples of how you've used these languages for data analysis and model development in past roles.
✨Tip Number 4
Emphasize your collaborative skills and experience working in team environments. This role values teamwork, so be prepared to share examples of successful collaborations in your previous positions.
We think you need these skills to ace Quant Fund Recruiting Experienced Statistical Arbitrage Researcher
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative research, statistical arbitrage, and any relevant trading strategies. Emphasize your technical skills in Python and C++, as well as your familiarity with machine learning techniques.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative finance and your interest in the specific role. Discuss your previous experiences in high-frequency trading or market-making, and how they align with the responsibilities outlined in the job description.
Showcase Your Problem-Solving Skills: Provide examples of how you've tackled complex datasets or developed innovative solutions in your past roles. This will demonstrate your exceptional problem-solving abilities, which are crucial for this position.
Highlight Collaboration Experience: Mention any experience you have working closely with technology teams or in collaborative environments. This is important as the role requires coordination across teams to integrate quantitative models with trading infrastructure.
How to prepare for a job interview at Eka Finance
✨Showcase Your Statistical Arbitrage Knowledge
Be prepared to discuss your understanding of statistical arbitrage principles in detail. Highlight any specific strategies you've developed or optimized in the past, and be ready to explain the methodologies you used.
✨Demonstrate Your Data Analysis Skills
Since advanced data analysis is crucial for this role, come equipped with examples of how you've analyzed large datasets. Discuss the statistical methods you employed and the insights you uncovered that led to actionable trading strategies.
✨Prepare for Technical Questions
Expect technical questions related to Python and C++. Brush up on your coding skills and be ready to solve problems on the spot. You might also be asked about machine learning techniques, so familiarize yourself with relevant frameworks.
✨Emphasize Collaboration and Independence
This role requires both teamwork and the ability to work independently. Share experiences where you've successfully collaborated with technology teams or other researchers, as well as instances where you've taken initiative in a fast-paced environment.
