Role:-
This role offers exciting challenges and opportunities to make a real impact. You would be a member of the quantitative investment strategies, manage derivative overlays, and help with related portfolio management and trading activities.
Prior experience with derivatives from a role in trading, portfolio management, or risk is a must-have pre-requisite for the position. In addition, you should be experienced with data analysis and programming. Your data skills should be complemented with strong academic knowledge of statistics or econometrics. You will be able to apply your expertise in data analysis and statistics to quantitative investment strategies that use derivatives
Become part of a close-knit team of portfolio managers and traders who collaborate across various asset classes. As a team, they have a very wide skill set ranging from trading and portfolio management to quant skills and programming. You will have the opportunity to work with and learn from the team.
Requirements:-
- Master’s degree or higher from a tier-1 university with knowledge of econometrics, statistics, or applied mathematics
- Strong statistics/econometrics skills are essential.
- Has worked with derivatives
- Knowledge of Python
- Knowledge of Bloomberg is a plus
- Experience and knowledge of trade execution is highly desirable
- Experience with Risk Premia and index structuring is highly desirable
- LDI experience is a plus
- At least two years of experience working with data or financial models in the private sector or academic research
- Understanding of systematic investment strategies and portfolio management
- Strong communication skills to liaise with brokers and bank sales
- For candidates who only have a systematic background – very strong data science and Python are fundamental.
Apply:-
Please send a PDF CV to quants@ekafinance.com
