You’ll be part of a collaborative, research-driven environment focused on data, technology, and scientific rigor. The role involves :
- Designing, testing, and refining systematic alpha strategies across global markets
- Working with high-quality data sets to identify inefficiencies
- Leveraging advanced statistical and machine learning techniques
- Collaborating closely with portfolio managers, engineers, and data scientists
- Ensuring robust implementation and performance of strategies in live environments.
Requirements : -
3+ years of experience researching and building alpha-generating strategiesProven track record in medium or high-frequency systematic tradingStrong programming skills (Python, C++, or similar)Deep understanding of statistics, econometrics, or machine learningExperience with large datasets and signal researchMSc / PhD in a quantitative field (e.g., Mathematics, Physics, Computer Science, Financial Engineering)Please send a PDF CV to quants@ekafinance.com