Role :-

Your role will involve helping the team to develop and implement algorithms which predict price changes in equity markets as well as constructing portfolios based on quantitative signals . After a period , you will be able to develop and implement these yourself.

Requirements :-

PhD in a hard science from a red brick University.

You must have a background in time series analysis , statistics , DSP, reinforced learning , or applied mathematics .

You must be able to program confidently in Python , C++ or Matlab . Strong programming ability is an important component of this job.

You should be able to demonstrate an interest in modelling and implementing quantitative equity strategies and of equity data such as market and fundamental company data.

Apply:-Please send a PDF resume to quants@ekafinance.com