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.

Role:-

- 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.


Apply:-

Please send a PDF resume to quants@ekafinance.com

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