You’ll be part of a collaborative, research-driven environment focused on data, technology, and scientific rigor. The role involves:

1. Designing, testing, and refining systematic alpha strategies across global markets
2. Working with high-quality data sets to identify inefficiencies
3. Leveraging advanced statistical and machine learning techniques
4. Collaborating closely with portfolio managers, engineers, and data scientists
5. Ensuring robust implementation and performance of strategies in live environments.

Requirements:-

1. 3+ years of experience researching and building alpha-generating strategies
2. Proven track record in medium or high-frequency systematic trading
3. Strong programming skills (Python, C++, or similar)
4. Deep understanding of statistics, econometrics, or machine learning
5. Experience with large datasets and signal research
6. MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Computer Science, Financial Engineering)

Please send a PDF CV to quants@ekafinance.com