Role;-

Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies

Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

Requirements :-

1. PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
2. 2-8 years experience in quantitative research and/or quantitative development for systematic strategies including global equities and/or ETFs, futures, currencies and options
3. Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
4. Working knowledge of Linux

Apply:-

Please send a PDF CV to quants@ekafinance.com