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For Companies At a Glance
- Tasks: Lead research on high-frequency trading signals and optimise trading strategies.
- Company: Join a cutting-edge firm focused on quantitative trading and innovative financial solutions.
- Benefits: Enjoy a collaborative environment, modern tech stack, and opportunities for professional growth.
- Why this job: Be part of a dynamic team driving impactful trading strategies in a fast-paced market.
- Qualifications: 3+ years in quantitative trading; strong academic background in a technical field required.
- Other info: Opportunity to build and lead a small team of junior researchers.
The predicted salary is between 54000 - 84000 £ per year.
Job Description
Role Overview:
- Drive research into short-horizon, high-frequency trading signals with typical holding periods of several hours to a few days
- Take ownership of execution and market microstructure research, helping optimize trading strategy design and implementation
- Collaborate with a cross-functional team of researchers, technologists, and portfolio managers in a highly iterative, data-driven workflow
- Build and oversee a small, high-caliber team of junior researchers (2–3 people), contributing to both leadership and hands-on research
- Leverage a modern research stack that includes distributed computing environments (e.g. AWS, Slurm), large-scale data tools (e.g. kdb+, Exasol), and advanced methods in statistics and machine learning
Ideal Candidate Will Have:
- 3+ years of experience in a quantitative trading or research role at a hedge fund, proprietary trading firm, or sell-side algo desk
- Demonstrated contributions to alpha generation or strong potential to do so in a collaborative environment
- Strong academic credentials (First Class, Honours, MSc or PhD) in a quantitative or technical field such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Finance
- Familiarity with high-frequency or tick-level data and an ability to derive actionable insights from complex datasets
- Proficiency in Python or C++; experience with distributed computing and low-latency research environments is advantageous
- Strong preference for candidates with kdb+/q experience and familiarity with execution protocols such as FIX
- Confident communicator, able to clearly explain concepts, defend ideas, and work collaboratively with non-research stakeholders
Senior Quantitative Researcher - Systematic Macro & Execution Alpha employer: Eka Finance
Contact Detail:
Eka Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Researcher - Systematic Macro & Execution Alpha
✨Tip Number 1
Familiarise yourself with the latest trends in high-frequency trading and market microstructure. This knowledge will not only help you during interviews but also demonstrate your genuine interest in the role and the industry.
✨Tip Number 2
Network with professionals in quantitative research and trading. Attend industry conferences or webinars, and connect with people on platforms like LinkedIn. Building relationships can lead to valuable insights and potential referrals.
✨Tip Number 3
Brush up on your programming skills, especially in Python and C++. Consider working on personal projects or contributing to open-source projects that involve data analysis or algorithm development to showcase your abilities.
✨Tip Number 4
Prepare to discuss your previous experiences in detail, particularly any contributions to alpha generation. Be ready to explain your thought process and the impact of your work, as this will highlight your potential value to our team.
We think you need these skills to ace Senior Quantitative Researcher - Systematic Macro & Execution Alpha
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative trading or research roles. Emphasise your contributions to alpha generation and any leadership roles you've held, especially if you've managed teams.
Craft a Strong Cover Letter: In your cover letter, explain why you're passionate about systematic macro and execution alpha. Discuss your familiarity with high-frequency data and how your skills in Python or C++ can contribute to the team.
Showcase Your Technical Skills: Be specific about your technical expertise in your application. Mention your experience with distributed computing environments like AWS and tools such as kdb+ or Exasol, as well as any relevant statistical methods or machine learning techniques you've used.
Prepare for Interviews: If you get an interview, be ready to discuss your past projects in detail. Prepare to explain complex concepts clearly and demonstrate your ability to collaborate with non-research stakeholders, as this is crucial for the role.
How to prepare for a job interview at Eka Finance
✨Showcase Your Technical Skills
Be prepared to discuss your experience with Python or C++, especially in the context of high-frequency trading. Highlight any projects where you've used distributed computing environments like AWS or Slurm, as this will demonstrate your technical proficiency.
✨Demonstrate Your Research Experience
Share specific examples of how you've contributed to alpha generation in previous roles. Discuss the methodologies you employed and the outcomes achieved, as this will illustrate your capability to drive research effectively.
✨Prepare for Collaborative Scenarios
Since the role involves working with cross-functional teams, think of examples where you've successfully collaborated with technologists or portfolio managers. Be ready to explain how you communicated complex ideas to non-research stakeholders.
✨Leadership and Team Management
If you have experience leading a team, be sure to highlight it. Discuss your approach to mentoring junior researchers and how you foster a collaborative environment, as this is crucial for the role.
