Quantitative Hedge fund focusing on systematic strategies in volatility trading is looking to hire a quantitative research analyst to work on existing and help develop new strategies.
This position will also assist in trade execution and position management. This position will be based in London.


- quantitative strategy research
- proprietary data maintenance
- coding and implementation of systematic strategies
- monitoring market levels, strategy triggers
- assisting with daily trade executions and position reconciliation
- involvement in projects outside core area (fund launches, client meetings, IT)
- directly reporting to chief investment officer

skills & requirements:

- academic excellence in fields of mathematics, economics or engineering
- strong mathematical skills and applications in financial markets
- good derivatives product knowledge (especially equity options and futures)
- programming skills (preferably C++, Python)
- extensive experience with Excel and Excel macros
- working European and US market hours
- min 3-5 years previous experience working for banks, hedge funds, brokers or related IT providers.
Quants with prior experience in volatility should apply.
- comfortable working in a small team without a large corporate support environment.


Please send a PDF resume to quants@ekafinance.com

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