Role:-
- Perform statistical analysis of historical and current financial market data
- Process large datasets to detect hidden signals and patterns in order to predict future events
- Devise and improve pricing models with use of sophisticated statistics models and machine learning techniques
- Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
- Work with trading and IT team to implement and test trading strategies
Requirements:-
- Degree in Finance, Math, Statistics, Economics, or Computer Science preferred
- 3-5 years of relevant work experience in proprietary trading, hedge fund, investment banks etc
- Knowledge in machine learning is a plus
- Experience in algorithmic/ HFT trading/statistical arbitrage trading is a plus
- Experience in real-time data feed handling, time series analysis and statistical modelling
- Strong quantitative programming skills in languages such as Python, R are a must, C++, Matlab, SAS are recommended
- Self-starter that can lead and work independently
- Strong command of spoken and written English
Apply:-
Please send a PDF resume to quants@ekafinance.com