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London Start Up Hiring Junior Quant Researcher With Internship Experience

  • Job
    Full-time
    Junior Level
  • Data
    Banking & Finance
  • London

AI generated summary

  • You should have a PhD in a relevant field, machine learning knowledge, programming skills in C++/Java/Python, and internship experience at a fund/bank/asset manager, ideally based in London/Europe.
  • You will conduct quantitative research, develop and test models, analyze data, monitor performance, and prototype strategies to predict financial market movements.

Requirements

  • PhD in Engineering/Physics/Computer Science/Mathematics/Financial Engineering from a red brick University.
  • Knowledge of machine learning, linear algebra
  • Ideally based in London or Europe with no visa requirements.
  • Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python) and strong experience with machine learning methods and techniques.
  • Interest in working for a start -up.
  • You will have Internship experience from a fund , bank or asset manager.

Responsibilities

  • The Quant researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. The researchers manage all aspects of the research process and work on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring. This position involves the creation of computer-based models that seek to predict the movements of worldwide financial markets.

FAQs

What is the job title for this position?

The job title is Junior Quant Researcher.

What are the main responsibilities of the Junior Quant Researcher?

The Junior Quant Researcher is responsible for conducting quantitative research using statistical and predictive modeling techniques, managing all aspects of the research process, and working on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring.

What qualifications are required for this position?

A PhD in Engineering/Physics/Computer Science/Mathematics/Financial Engineering from a red brick University is required.

Is internship experience necessary for applicants?

Yes, applicants must have internship experience from a fund, bank, or asset manager.

What programming languages should a candidate be proficient in?

Candidates should have programming proficiency with at least one major programming or scripting language, such as C++, Java, or Python.

What knowledge areas are important for this role?

Knowledge of machine learning and linear algebra is important for this role.

Where should candidates ideally be based?

Candidates should ideally be based in London or Europe with no visa requirements.

What type of work environment can a candidate expect?

Candidates can expect to work in a start-up environment.

How can candidates apply for this position?

Candidates can apply by sending a PDF resume to quants@ekafinance.com.

What company is hiring for this position?

The hiring company is Eka Finance, a leading global quantitative finance recruitment consultancy in the banking and finance industry.

Human Resources
Industry
1-10
Employees
2008
Founded Year

Mission & Purpose

Eka Finance is a niche recruitment/search firm specialising in quantitative recruitment for Investment banks and Hedge Funds, with whom our senior consultants have forged strong working relationships over many years. We cover clients based in London, New York, Switzerland, Paris, Hong Kong and Tokyo. Our consultants are able to source candidates ranging from Junior level through to Managing Directors and heads of desks. Eka Finance specialises in search and recruitment services in the following areas: - High Frequency Statistical Arbitrage, Algorithmic and Electronic Trading: Quants, Traders and Developers. - Derivative Quantitative Analysts. - Derivative Traders. - Quantitative Developers.