Systematic Macro Researcher

Join Our Team: Systematic Macro Quantitative Research Position

We are seeking a talented and experienced individual to contribute to our systematic macro-quant team. This role focuses on developing and implementing quantitative trading strategies across commodities, cash equities, equity indexes, FX, and rates.

Key Qualifications:

• Experience: A minimum of 5 years in quantitative research or trading, with relevant experience in commodities, cash equities/equity indexes, or FX and rates.
• Educational Background: Master’s or PhD in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Technical Skills: Strong proficiency in Python, including expertise with libraries suited for data analysis and machine learning.
• Quantitative Expertise: A deep understanding of quantitative finance, statistical methods, and numerical techniques.
• Track Record: Proven experience in developing and implementing mid to low-frequency trading strategies, particularly in relative value or CTA-type strategies.
• Analytical Skills: Exceptional analytical and problem-solving abilities, capable of managing complex data and model development.
• Communication: Excellent verbal and written communication skills, with the ability to explain complex concepts to both technical and non-technical audiences.
• Team Collaboration: Ability to work effectively in a team environment and collaborate with various stakeholders.

What We Offer:

By joining us, you will work alongside a team of seasoned professionals in a dynamic environment focused on innovation and collaboration. You will play a crucial role in shaping our investment strategies.

Apply:

Please send a PDF CV to quants@ekafinance.com