Leading UK Hedge fund is hiring a small number of entry level to junior quantitative analysts to join its quantitative trading research & trading team.
Role:-

You will work alongside senior PMs’s and quantitative analysts on developing and deploying high frequency trading strategies across global equity markets and work on idea generation, research and back testing of high frequency quantitative trading strategies. You will be given the opportunity to work with some of the market-leading quant traders, develop your own strategies and models from the very start.

Requirements:-

PhD in a quantitative discipline from one of the top 5 scientific school internationally.

Indications of strong quantitative and or programming achievements through winning competitions such as Olympiads, Putnam Prizes etc. are desirable.

Expert programming skills in C/C++.

Demonstrable long term interest, passion and deep understanding of the application of your academic skill set to trading the financial markets systematically.


Ideally, you would also have 1 + years rigorous data analysis and research experience from within a leading algorithmic trading, , market making and or high frequency trading desk.

Post-PhD academic research and publications focused on trading the financial markets systematically would also be seen as highly desirable.

The entry requirements for this group are extremely high. They aim to recruit and retain the best quantitative candidates and this can be seen by their extremely low turnover rate.

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.