Intraday Systematic Equity Strategies

4 days left

Recruiter
Eka Finance
Location
Chicago, USA
Salary
$High
Posted
07 Sep 2022
Closes
07 Oct 2022
Ref
11616537
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Role:-

  • Work alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Collaborate with the PM in a transparent environment, engaging with the entire investment process


Requirements:-

  • Approx. 3-4 years of experience as a quantitative researcher/trader in systematic equities with a focus on closing auction strategies
  • Approx. 3-4 years of market microstructure alpha research
  • Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
  • Demonstrated ability to conduct independent research using large data sets


Quants with experience of working within a Central Risk Book team at a bank will be considered.

  • Strong economic intuition and critical thinking
  • Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
  • Trading experience would be desirable but is not required


  • Strong research and programming skills in Python are necessary
  • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university.


Apply:-

Please send a PDF resume to quants@ekafinance.com