We currently have the following positions open:
- Mid Level/ Experienced Commodities Quantitative Analyst- London / Singapore-�� Above Market Rate
- Leading UK Hedge Fund Hiring PhD Entry Level Junior Quant Traders-��100K+
- Top tier Hedge Fund Seeking to Hire a Talented Junior Quant to Work Within its Multi Asset Quant Team
- Top Tier Investment Bank is Seeking a Portfolio Manager to Join their High Frequency Automated Trading Group
- Multibillion Dollar Hedge Fund is Searching for a Senior High Frequency Statistical Arbitrage Quant
- Experienced Commodities Quant Required for Tier One Bank
- Experienced Interest Rate Quant Reuired for Exotics Team at Top Investment Bank
- Global Hedge Fund Seek a 3 Year FX Derivatives Quant
- Top US Bank Require a Highly Talented C++ Programmer to Join Their Quant Development Team
- Credit Derivatives Mid Level Quant Required at Global Investment Bank
- Statistical Arbitrage Quant : Hedge Fund: Junior - 2yrs
- High Frequency Quantitative Analyst at Quant Hedge Fund
- Mid Level/ Experienced Commodities Quantitative Analyst- London / Singapore-�� Above Market Rate
- Leading Investment Bank with a very strong presence in Europe and a dominance in the Asian markets
are interviewing now to hire a mid level/ experienced commodities quantitative analyst to be based either in London or Singapore.
Role:-
The desk supports all trading in energy-related, agricultural and metal products and is moving towards modelling new hybrid commodity derivatives products . Your role will involve developing and enhancing the pricing and risk management quantitative models for the Commodities business and helping the trading team in pricing and assessing the risk of complex transactions. You will be developing quant derivative pricing models from scratch right through to implementation as well as models of technical analysis. You will have the opportunity to work with some of the industry���s most experienced and talented quantitative individuals along with strong compensation and an exciting mandate.
Requirements:-
Experience for this role is necessary and could come from either an energy house or an investment bank. Strong knowledge of modelling ,pricing and risk models for commodities products is required and will be addressed in the interview process.
Our client are open to looking at bright candidates from across all asset classes, though commodities experience would be a significant and obvious advantage. Candidates with experience in Interest Rates, Equity etc with an interest to work in commodities will be considered also..
2-3 years experience working in the commodities and exotic space would be sufficient. Significant experience in creating derivative pricing models focused on the, Oils, Natural Gas and Power Markets.
You will need a first class educational background in a scientific or quantitative discipline. Backgrounds in mathematics, finance, computer science and engineering are all relevant. You should be educated up to PhD level.
Strong and independent C++ programmer.
Please Send Your Resume to: quants@ekafinance.com
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- Leading UK Hedge Fund Hiring PhD Entry Level Junior Quant Traders-��100K+
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.
Please Send Your Resume to: quants@ekafinance.com
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- Top tier Hedge Fund Seeking to Hire a Talented Junior Quant to Work Within its Multi Asset Quant Team
Top tier Hedge Fund is seeking a to hire a talented junior quant to work within its multi asset quant team. The role is initially geared towards interest rate derivative modelling but there is a great deal of flexibility and the opportunity to gain exposure to modelling within other asset classes is highly probable. My client is a multi-billion dollar Hedge Fund and is only ready to look at highly talented junior candidates. One years experience is ideal for this role but my client will look at supremely talented candidates with no experience. You will be expected to have a very strong grounding in derivative theory and have very strong numerical analysis skills. Initially you will be expected to assist the team working on projects such as optimising bootstrapping methods for Libor curve construction, produce pricing spreadsheets for traders, analysing volatility surface dynamics. As your career progresses, you will be involved in pricing the vast range of soft exotic structures and also participate with traders developing various proprietary strategies across different asset classes. The ideal candidate should have a PhD in mathematics or theoretical physics from a top tier university. You should have exceptional C++ skills. You should have wonderful interpersonal skills and be able to work well within a team. My client is only interested in looking at exceptional candidates. This is an opportunity to work at a world class Hedge Fund with some of the smartest quants in the industry. Due to the standard of candidate that my client hires compensation will be second to none. This opportunity is possible at either my client's London or New York offices
Please Send Your Resume to: quants@ekafinance.com
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- Top Tier Investment Bank is Seeking a Portfolio Manager to Join their High Frequency Automated Trading Group
My client is a top tier investment bank and is seeking a portfolio manager to join their high frequency automated trading group. The group use have one of the worlds most sophisticated electronic trading platforms and it is used to execute their statistical arbitrage trading strategies across all asset classes. My client is keen to add further strategies to their existing inventory of models. The bank at the top level has strategically decided that with continued expectation of a high volatility environment across all markets, high frequency statistical arbitrage strategies are an area they expect can benefit from these markets and produce significant returns. My client is interested in portfolio managers with at least six years experience trading their own high frequency strategies at a top tier Hedge Fund or leading Investment bank. You should be able to come to the bank and within a short period of time introduce a number of strategies which should lead to significant PnL with a high sharp ratio. My client is committed to allocating capital of amounts larger than you would expect to receive at most large Hedge Funds. Due to the sophistication of the electronic trading platform, all asset class and multi asset strategies can be seamlessly implemented, so my client is happy to meet portfolio managers from any asset class. In time you will also be expected to build of traders a team who are producing new strategies and optimizing existing strategies. For a candidate with the appropriate skills and track record this is a wonderful opportunity to join a dynamic team with large backing from the banks top people. In addition to your six years of experience as a high frequency statistical arbitrage portfolio manager you should have a PhD in a quantitative discipline, a solid background in probability theory, statistics and numerical methods, solid programming skills in VBA, experience with mathematical packages such as Matlab and high quality management and communication skills. Compensation will be highly competitive and you will receive a bonus which will be a function of your books PnL.
Please Send Your Resume to: trading@ekafinance.com
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- Multibillion Dollar Hedge Fund is Searching for a Senior High Frequency Statistical Arbitrage Quant
My client is a multibillion dollar hedge fund is searching for a senior quant to join its high frequency statistical arbitrage trading group. The desk implements quantitative black box models using a wide array of sophisticated statistical and mathematical methods to generate alpha. The group has significant asset allocation within the Hedge Fund and has over the years hired a team of highly talented quants and quant developers to create world class technology, financial analytic libraries, purpose-tailored languages and extremely fast synchronised databases. My client is looking for exceptionally talented Quantitative Analysts to join the team and continue to help push them forward. You should have at least 5 years experience working as a Quant working within the high frequency field. Extensive experience applying the main statistical techniques used by the quant finance community is necessary including non-linear regression, time series analysis, multi dimensional optimisation techniques and Bayesian methods. Experience in Neural Networks and learning algorithms, Genetic Algorithms or non-linear systems and Fractals will be looked upon very favourably. You should also be a top class programmer with at least two of C, C++, C#, php, Java, Perl, S-PLUS/R or Matlab and the ability to introduce new code into high-frequency multithreaded and distributed engines. The ideal candidate will have a PhD with top grades from a top tier university (IVY league, Oxbridge, London, IIT etc) in either Applied Mathematics, Statistics, Theoretical Physics or a highly quantitative branch of Computer Science. Only the top quant talent from the world of high frequency Statistical Arbitrage will be considered for this position. Remuneration is second to none and will contain an element of profit participation.
Please Send Your Resume to: quants@ekafinance.com
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- Experienced Commodities Quant Required for Tier One Bank
Top tier global investment bank seeks experienced quantitative analyst for Commodities group. The role involves the development of models as well as the implementation of these models in software for pricing and risk managing derivatives. Your responsibilities will include assisting the trading team in pricing and assessing the risk of complex transactions, Optimising code for high performance. (Multithreading etc), provide the front office with pricing models for exotic options. Requirements:
- You will have gained several years of experience( 3 years plus) from a top Sell Side / Investment banking firm and have a large amount of commodity exposure to exotic derivatives and exotic trades
- The role requires 1st class academics from a leading institution (PhD), preferably in a subject such as financial mathematics, as the team you will be working with all have excellent academics and are at the cutting edge of modelling techniques.
- The successful candidate wil have excellent mathematical ability, particularly in areas such as probability, numerical analysis and partial differential equations.
- Strong C / C++ is required
- Quantitative positions within commodities are highly competitive at the moment due to the current market conditions, so please only apply if you match the above profile accurately
Please Send Your Resume to: quants@ekafinance.com
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- Experienced Interest Rate Quant Reuired for Exotics Team at Top Investment Bank
US Bank is looking for an exceptional Front Office Quantitative Research Analyst for its reputable Interest Rates Exotic Derivatives Group, reporting directly into the head of Interest Rates . You will be working on the creation and development of Interest Rate Models such as Bermudans, Swaptions and CMS Spread Options in addition to pricing of vanilla and exotic products. You will be responsible for the development of BGM, Markov functional and IR-FX multi-currency models. The level of hire is between Associate and VP, depending on experience. To apply for this position you must have:-
- 1-3 years experience in a front office quantitative role in interest rates/ FX/ hybrids
- A PhD level education is a minimum and you should have a background in a scientific discipline, ideally Applied Mathematics, Theoretical Physics, Computer Science and Engineering
- Strong C++
You will have the opportunity to work and learn from some of the industrys most recognized senior quants in this field and this house offers exceptional financial returns
Please Send Your Resume to: quants@ekafinance.com
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- Global Hedge Fund Seek a 3 Year FX Derivatives Quant
International Hedge Fund are looking to hire an experienced quant analyst to join their quant research team. The research group provides all pricing tools for the firm (Rates, FX, Equity Derivatives, Credit, etc.) You will have full responsibility for all FX modeling in the business. The role has arisen through growth and the team (quants, traders,) is one of the most successful in FX in the current market This is an excellent opportunity to join an industry leading group and work alongside exceptionally talented individuals To apply you must have:- A minimum of 3 years FX modelling experience with specific emphasis on stochastic / local volatility models. Specific experience of developing and implementing both Long and Short dated FX models is relevant. An excellent knowledge of products and techniques is fundamental . A first class educational track record is essential and you will need to have achieved at least a PhD in a scientific subject
Please Send Your Resume to: quants@ekafinance.com
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- Top US Bank Require a Highly Talented C++ Programmer to Join Their Quant Development Team
US House are looking to hire a Quantitative Developer to work in the research and development group in the equity algorithmic quantitative desk. The job will involve designing and developing proprietary trading strategies in C++ and C#. You will have extensive experience in C/ C++, Java, Python. You will have 3-5 years experience on the design and development of multi- threaded high performance real time applications on Unix using C++. You will have a Masters/ PhD with a high GPA from a top institution. Other members of the team have academic backgrounds in Maths, Computer Science, Physics and Finance.
Please Send Your Resume to: quants@ekafinance.com
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- Credit Derivatives Mid Level Quant Required at Global Investment Bank
Global Investment Bank is looking to hire a PhD Quantitative Analyst with excellent knowledge of credit derivatives and experience of modelling credit derivative products onto their front office quantitative desk. The products the team works on includes Products include: CDO, CDS, CDO-squared, CPPI, TRS, and hybrid products. On a daily basis the successful candidate will implement and test new cutting edge models, produce documentation on methodology and models, assist I.T. as they integrate the models, and interact closely with traders and marketers. You will work very closely with other traders and sales people and educate them on the new models and methods, The ideal candidate will have at least 3 years hands- on experience as a credit derivatives quant covering a wide variety of credit exotics including correlation.. You will have good knowledge of stochastics, Martingales, PDEs ,pricing and risk evaluation and with your knowledge of credit derivatives, you will be able to bring new ideas to the group. You will have a PhD in a highly quantitative course for example mathematics, physics or engineering. You will have strong C++ skills.
Please Send Your Resume to: quants@ekafinance.com
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- Statistical Arbitrage Quant : Hedge Fund: Junior - 2yrs
An international Multi Strategy Hedge Fund is currently developing its Equity high frequency statistical arbitrage platform. You will join a team of experienced traders and quantitative analysts and you will be closely involved in the algorithmic prop-trading quant efforts. You will also be expected to work on the development of cutting-edge exotic equity models/products and original designs for custom algorithms centred on proprietary trading A strong educational background with a PhD/MSc in a quantitative subject from a top institution is required. In terms of technical requirements, you will have a thorough understanding of the equities market and have developed and used a various array of financial models. If already trading, a high Sharpe Ratio is required
Please Send Your Resume to: quants@ekafinance.com
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- High Frequency Quantitative Analyst at Quant Hedge Fund
This leading USA based Hedge fund is looking to add Quant Analysts / Researchers to contribute to the development of systematic trading strategies in the High Frequency space for their Quantitative Research group . Working in a large group, the role will involve researching and designing fully systematic trading strategies and the research of existing ideas as well as the discovery of new market inefficiencies. Essential skills:- The successful candidate will be familiar with Time Series Econometric Research and Modelling, and have the capacity to test theories and incorporate them into strategy. First class academics (PhD required) with focus on control problem, multi-period optimisation, operational research, microstructure research. 3+ years professional experience developing fully systematic trading systems. 5+ years programming experience in C++, MATLAB or R. Competency in programming/debugging and highly skilled in mathematical statistical analysis, time series, probability theory and comfortable working on large data sets
Please Send Your Resume to: quants@ekafinance.com
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