Multi Strategy Hedge Fund Hiring Quant Researcher- Fundamental Analysis/Portfolio Construction/ £Competitive recruitment
Role:-
Your role will involve conducting theoretical and empirical research covering all design aspects of the system such as portfolio construction, risk modelling, transaction cost modelling. You will be involved in the execution of quant trading strategies and in the daily management of the portfolios.. As a member of the research team, you will also enjoy access to a state-of-the-art research and trading platform. You will have access to world class infrastructure and support.
Requirements:-
Extracting signal and building models around large data sets of the following market parameters will be essential.
Fundamental Data
Analyst Data
Balance Sheets
Market Tick Data
2-6 years experience within Finance. You must have at least 2 years experience in cash equities.
Your experience must encompass quantitative strategies.
Buy side experience is highly sought after.
PhD/ Masters in a quantitative discipline such as Hard Science, Engineering, Finance, Economics, Statistics, Mathematics.
Self supporting programming / scripting skills with the ability to prototype your own research. You must have solid C++, Matlab, SQL skills.
Please send a Word CV to Sara Hunter at quants@ekafinance.com