Leading Fund Manager Hiring PhD Quants- Statistics/ Signal Processing/ Maths/ C++/ $ Competitive recruitment

 Group:-

This group has a strong track record of attracting some of the industry’s best Quant researchers/traders and mentoring talented junior quants. The company fosters a collaborative, academic culture and typically hires research staff directly from academia or from non-finance industries where they have worked on heavy maths. E.G: Astrophysics, Particle Physics, Informatics, Statistics, and Machine Learning etc. The idea is to find candidates who have raw intellect and solid quant skills with a disposition for probability statistics. Structurally, the firm is set up as a meritocracy and you progression and compensation is linked to your performance

Responsibilities:-

Your role will involve working with a large group of PhD quant researchers in building  new  statistical arbitrage strategies.  Your role will involve applied research in financial time series in order to detect and exploit any robust statistical pattern to supplement the strategies already devised and implemented.  They use a quantitative approach to identify trading signals from historical data. These signals are then incorporated into models that are back tested and optimized before being put into production. The role involves s seeking patterns in large, dirty and noisy data sets, using techniques such as time series analysis, probability theory and regression analysis. The candidate should have a creative mind to come up with new ways of detecting hidden statistical patterns.

Requirements:-

Candidates for this opportunity will have a PhD from a top tier University in Computer Science or other quantitative field such as Signal Processing, Data Mining, Mathematics, Operations Research etc

Areas of expertise: Statistical physics, Statistics, Times series analysis (filtering and forecasting)

Research - experience of working with large datasets, data mining, analyzing signals from large data sets.

Numerical skills in C++ and python in a Unix or Windows environment

Of the utmost importance is the   practical, hands-on ability to apply mathematical concepts to real world financial problems, to implement theoretical insights as working code, and the ability to work independently in a research environment.

Please send a Word CV to Tina Kaul at quants@ekafinance.com