Top Tier Hedge Fund are looking to hire 2 year plus post doctoral quantitative students in hard sciences.

You will join a successful and stable team trading equities in a high frequency environment and be allowed to manage the full lifecycle of the quant trading strategy. You will play a key role in researching, designing, implementing, back testing and executing quantitative automated strategies. The firm has an extremely strong research orientated culture and there is a lot of sharing of ideas across teams.

They ideally want to hire a couple of candidates who are educated to PhD level in subjects such as Pure Mathematics, Finance, Applied Mathematics but who have 2-3 years experience in the industry, research or within the finance industry or as a post doc. Candidates that will be of special interest will have studied stochastic calculus, time series analysis, voice recognition algorithms and Bayesian statistics. Other subjects that may be of interest include numerical methods, fluid dynamics, statistical analysis of large data sets, astronomy. Programming skills in either C++ and Python are required. Knowledge of basic options pricing theory (i.e. quantitative models for pricing and hedging derivatives) will be a plus.

The firm have an academic, research orientated environment within their Quant team, so impressive academic credentials and papers are viewed very favorably.
My client are ready to hire asap and are ready to pay an excellent salary along with extremely good benefits. You will be asked to demonstrate your motivations for developing your career in quant-driven trading.

To apply: Please send a Word CV to Sara Hunter at quants@ekafinance.com

eka finance is the leading global quantitative finance recruitment consultancy in the banking and finance industry.

At eka finance we have dedicated consultants covering our three practise areas :Quantitative Analysis, Trading and Structuring.

We cover all experience levels of front office and model validation derivative quants ranging right through from entry level PhD students to global heads of quants. Our coverage includes equities, fixed income, credit, commodities, FX and Hybrids. The majority of our clients for such positions are exotics desks at investment banks.

For our clients from the Hedge fund community, investment bank proprietary desks and delta one desks we maintain a very strong presence in quantitative trading; primarily statistical arbitrage, programme trading and algorithmic trading. Quantitative developers, financial engineers and risk manager positions are also covered.