Global Hedge Fund Manager are looking to hire derivative quant analysts or statistical quant analysts to team lead a group of Investment Analysts who are part of the Systematic Investment Process.
Role:-
Your role will involve leading a team of 2-3 investment analysts responsible for the construction and oversight of the company’s investment process.
You will be responsible for analyzing client portfolio positions and returns across a broad array of asset classes and investment strategies to ensure the company’s views on markets are expressed well in client portfolios and achieving client objectives.
You will analyze quality, cost and speed of trade execution across asset classes , instruments and counterparties to ensure that trades are being executed well.
You will identify and assess opportunities for improving the company’s management of portfolios.
This is a role that encompasses a broad range of requirements and you will be asked to sort out a lot of issues for the desk.
Requirements:-
You will ideally be a derivatives quant with 2- 3 years of experience working in an investment bank or another fund , looking for a step up in terms of a role and responsibility. Statistical quants , with the same number of years of experience, will also be considered.
You will need to have a PhD from a top school in a hard science preferably.
You should have the ability to lead problem-solving on the complex and open-ended investment questions and have the skills to mentor and coach junior analysts.
You must have an interest in problem solving and be market savvy.
Programming skills are not required for this role.
Interviews will be conducted immediately as this is an urgent requirement.
Apply:-
Please send a Word CV to Tina Kaul at quants@ekafinance.com
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