Quantitative Researcher – Equities & Futures Alpha Strategies

About This Role

Eka Finance is a dynamic and innovative proprietary trading firm at the forefront of quantitative finance, leveraging cutting-edge technology and sophisticated analytical methods to navigate global financial markets. We are seeking an exceptional Quantitative Researcher to join our elite research team, focusing specifically on generating alpha within the highly dynamic equities and futures markets. This is a critical role for an individual passionate about uncovering market inefficiencies, developing robust predictive models, and seeing their research directly impact trading outcomes.

This position offers a unique opportunity to contribute to the core of our trading strategies, working alongside some of the brightest minds in the industry. While we highly value candidates with extensive experience in high-frequency trading (HFT), market-making, or those who have honed their skills at top-tier proprietary trading firms, we are equally enthusiastic about engaging with talented individuals from low- and medium-frequency trading backgrounds. Our team thrives on diverse perspectives and a shared commitment to rigorous scientific inquiry. If you possess a proven track record in researching, developing, and rigorously testing alpha-generating strategies, particularly within equities and futures, Eka Finance offers an unparalleled platform for innovation and career growth.

Key Responsibilities

• Alpha Research & Strategy Development: Collaborate closely with the existing research team to identify, research, and develop novel alpha signals and systematic trading strategies across various time horizons in equities and futures markets. This involves deep dives into market microstructure, fundamental data, alternative data sources, and macro-economic factors.
• Quantitative Modeling & Data Analysis: Design, implement, and validate advanced quantitative models, including statistical models, machine learning algorithms, and econometric techniques, to predict market movements and extract actionable insights from vast, complex datasets. Perform in-depth statistical analysis to understand data properties, identify biases, and ensure model robustness.
• Backtesting & Simulation: Conduct rigorous backtesting, simulation, and out-of-sample validation of proposed trading strategies. Develop and maintain sophisticated simulation environments to accurately assess strategy performance, risk characteristics, and capacity under various market conditions.
• Strategy Optimization & Enhancement: Continuously monitor the performance of existing strategies, identify areas for improvement, and implement enhancements to optimize profitability, reduce risk, and adapt to evolving market dynamics. This includes research into optimal execution logic and portfolio construction.
• Collaboration & Implementation: Work synergistically with quantitative developers and traders to seamlessly integrate validated strategies into our proprietary trading infrastructure. Provide ongoing support and analysis post-deployment to ensure smooth operation and performance alignment with expectations.
• Risk Management & Performance Monitoring: Assist in developing and implementing robust risk management frameworks for new and existing strategies. Regularly analyze strategy performance, attribution, and risk exposures, providing clear and concise reports to the wider team.
• Market & Academic Research: Stay abreast of the latest academic research, industry trends, and technological advancements in quantitative finance, machine learning, and financial markets. Proactively explore new datasets, methodologies, and technologies that could yield a competitive advantage.

Requirements & Qualifications

• Demonstrated experience in researching, developing, and rigorously testing alpha-generating strategies, specifically within equities and futures markets.
• Experience in high-frequency trading, market-making, or proprietary trading firms is highly valued, but candidates from low- and medium-frequency trading backgrounds with a strong alpha research track record are also encouraged to apply.
• Advanced degree (Master's or Ph.D.) in a highly quantitative field such as Mathematics, Statistics, Computer Science, Physics, Electrical Engineering, Quantitative Finance, or a related discipline.
• Exceptional programming skills in at least one major language (e.g., Python, C++, R). Proficiency with scientific computing libraries (e.g., NumPy, Pandas, scikit-learn) is essential.
• Strong theoretical and practical understanding of statistical modeling, machine learning techniques, time-series analysis, and optimization methods.
• Proven ability to work with large, complex datasets, including cleaning, transforming, and analyzing data to extract meaningful insights.
• Solid understanding of financial markets, market microstructure, and various financial instruments, particularly equities and futures.
• Excellent problem-solving abilities, a strong analytical mindset, and meticulous attention to detail.
• Ability to work both independently and collaboratively within a fast-paced, intellectually stimulating environment.
• Strong communication skills, capable of articulating complex quantitative concepts to both technical and non-technical audiences.

Skills & Competencies

• Alpha Strategy Development
• Quantitative Modeling (Statistical & Machine Learning)
• Data Analysis (Large Datasets)
• Programming (Python, C++, R)
• Equities & Futures Market Knowledge
• Backtesting & Simulation
• Problem Solving & Analytical Thinking

What We Offer

Joining Eka Finance means becoming part of an intellectually vibrant and highly collaborative culture where your contributions are immediately recognized and valued. We are committed to fostering an environment that encourages continuous learning, innovation, and professional development. While specific benefits details will be discussed during the interview process, we are proud to offer a highly competitive compensation package commensurate with experience and impact, designed to attract and retain top-tier talent. We provide access to state-of-the-art research tools, vast datasets, and powerful computing resources to empower your success. You will have the opportunity to work on challenging, impactful projects that directly influence our trading strategies and contribute to the firm's overall success.

• Competitive Compensation Package
• Opportunity for Significant Impact and Ownership
• Access to Cutting-Edge Technology and Data
• Collaborative and Innovative Work Environment
• Continuous Learning and Professional Development

How to Apply

If you are a driven and innovative Quantitative Researcher eager to make a significant impact in the world of systematic trading, we encourage you to apply. Please submit your resume and a cover letter detailing your relevant experience and explaining why you are a great fit for Eka Finance and this role. We look forward to reviewing your application and exploring how your expertise can contribute to our continued success.