Job Description
Role:-
- Perform rigorous and innovative research to discover systematic anomalies in the equities market
- End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation
- Identify and evaluate new datasets for stock return prediction
- Maintain and improve portfolio trading in a production environment
- Contribute to the analysis framework for scalable research
Requirements:-
- MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
- 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research
- Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus
- Experience with signal blending and portfolio construction
- Demonstrated proficiency in Python
- Highly motivated, willing to take ownership of his/her work
- Collaborative mindset with strong independent research abilities
Apply:-
Please send a PDF CV to quants@ekafinance.com
Cash Equity Quant Researcher / London/ New York - $Open employer: Eka Finance
Eka Finance is an exceptional employer, offering a dynamic work environment in the heart of London or New York, where innovation and collaboration thrive. With a strong focus on employee growth, we provide opportunities for rigorous research and development in quantitative finance, alongside competitive compensation and benefits. Our culture encourages ownership and creativity, making it an ideal place for passionate professionals looking to make a meaningful impact in the equities market.
Contact Detail:
Eka Finance Recruiting Team