Equity Alpha Researchers/ London / NYC

Role:-

• Systematic and quantitative research and development of systematic equity intraday trading strategies covering volatility based products.
• Research and implementation of new data using machine learning algorithms such as decision trees, neural networks, basis expansions.
• Back testing and understanding of strategies including abstractions and requirements.
• Collaboration between team members in order to drive productivity and facilitate innovative ideas.
• Alpha and signal research to add to newly launched portfolio.

Requirements:-

• PhD in Maths, Physics , Computer Science , Statistics etc
• Experience in Stat-Arb
• 3-7 years working on the buy side or in a front office equity capacity.
• Strong coding knowledge in Python, C/C++ or R

You will also have experience in alpha research , portfolio construction , factor modelling , asset allocation.

Apply:-

Please send a PDF resume to quants@ekafinance.com