Quantitative Researcher, Equities & Futures Alpha Strategies
Required Skills
Alpha Strategy Development
Quantitative Modeling
Python & C++ Programming
Statistical & Machine Learning
Equities & Futures Market Expertise
Job Description Quantitative Researcher, Equities & Futures Alpha Strategies Eka Finance
About This Role
Eka Finance is a rapidly growing quantitative trading firm renowned for its innovative approach to market analysis and strategy development. We are seeking an exceptional Quantitative Researcher to join our dynamic team, focusing on the exciting and challenging domains of Equities and Futures markets. This pivotal role offers the opportunity to drive significant impact by researching, developing, and implementing sophisticated alpha-generating strategies. You will be instrumental in leveraging cutting-edge quantitative models, advanced data analysis techniques, and robust computational tools to uncover new market efficiencies and optimize existing trading systems. We foster a collaborative environment where intellectual curiosity and rigorous research are highly valued, providing you with the resources and autonomy to push the boundaries of quantitative finance. This position is ideal for a highly analytical and results-oriented individual eager to contribute to a firm at the forefront of financial innovation, shaping the future of quantitative trading.
Key Responsibilities
- Alpha Research & Strategy Development: Proactively identify, research, and develop novel alpha-generating strategies across Equities and Futures markets. This involves deep dives into market microstructure, fundamental data, alternative data sources, and macro-economic factors to discover predictive signals and exploit market inefficiencies.
- Quantitative Modeling & Data Analysis: Design, implement, and rigorously test complex quantitative models using advanced statistical methods, machine learning algorithms, and econometric techniques. Conduct extensive data analysis on large, complex datasets to validate hypotheses, identify patterns, and refine strategy parameters.
- Backtesting & Simulation: Perform comprehensive backtesting and simulation of new and existing strategies to evaluate their robustness, profitability, and risk characteristics under various market conditions. Ensure strategies are resilient to overfitting, data snooping biases, and practical trading constraints.
- Performance Monitoring & Optimization: Continuously monitor the real-time performance of deployed strategies, analyze deviations from expected outcomes, and identify opportunities for optimization and enhancement. Adapt strategies to evolving market dynamics, regulatory landscapes, and technological advancements.
- Collaboration & Communication: Work closely with a team of experienced quantitative researchers, traders, and technologists. Effectively communicate complex research findings, methodologies, and strategy performance to both technical and non-technical stakeholders, fostering a culture of shared knowledge and innovation.
- Technology & Implementation: Collaborate with our engineering teams to ensure efficient, scalable, and reliable implementation of strategies into our high-performance trading infrastructure, focusing on low-latency execution and robust system integrity.
Requirements & Qualifications
- A Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Quantitative Finance, or a closely related scientific or engineering discipline.
- A proven track record in researching, developing, and rigorously testing alpha strategies, with a particular emphasis on Equities and Futures markets.
- Demonstrated experience in high-frequency trading (HFT), market-making, or previous roles within top-tier proprietary trading firms is highly valued and will be a significant advantage.
- Candidates with strong backgrounds in low- and medium-frequency trading strategies, who possess a clear aptitude for rigorous quantitative research and innovation, are also strongly encouraged to apply.
- Exceptional proficiency in quantitative modeling, advanced statistical analysis, and machine learning techniques applied to financial data.
- Strong programming skills in languages such as Python (with libraries like Pandas, NumPy, scikit-learn) and C++ for high-performance computing, data manipulation, and algorithm development.
- Extensive experience working with large, complex, and often noisy financial datasets, including proficiency in data manipulation, cleaning, and analysis tools.
- Deep understanding of market microstructure, financial instruments, and quantitative finance concepts relevant to equities and futures trading.
- Excellent analytical, problem-solving, and critical thinking abilities, coupled with a meticulous attention to detail and a commitment to scientific rigor.
Skills & Competencies
- Alpha Strategy Development
- Quantitative Modeling & Simulation
- Advanced Data Analysis (Big Data)
- Statistical & Machine Learning Techniques
- Python & C++ Programming
- Equities & Futures Market Expertise
- Risk Management & Performance Attribution
What We Offer
Eka Finance is committed to attracting and retaining top talent. We offer a highly competitive compensation package, including significant performance-based bonuses, directly reflecting the impact and profitability of your contributions. Beyond financial rewards, you will benefit from working in a stimulating, intellectually vibrant environment that encourages continuous learning, professional growth, and innovative thinking. We provide access to cutting-edge technology, vast datasets, and a collaborative culture where your ideas are heard, valued, and can quickly translate into real-world impact. This is an unparalleled opportunity to make a tangible difference in a fast-paced, intellectually demanding, and highly rewarding industry.
- Contact employer for benefits information.
How to Apply
If you are a highly motivated and skilled Quantitative Researcher eager to tackle complex challenges and contribute to a leading quantitative trading firm, we encourage you to apply. Please submit your resume and a compelling cover letter detailing your relevant experience, research interests, and why you believe you are an ideal fit for Eka Finance's quantitative research team through our online portal. We look forward to reviewing your application and exploring how your expertise can contribute to Eka Finance's continued success and innovation.
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Eka Finance is a forward-thinking financial services firm dedicated to empowering individuals and businesses through strategic financial solutions. We specialize in navigating the complexities of the modern financial landscape to foster growth and stability for our clients.
Our expertise spans a comprehensive range of financial offerings, including tailored investment strategies, robust wealth management, and insightful financial advisory services. We are committed to delivering innovative products that address the unique needs and aspirations of our diverse client base.
At Eka Finance, our mission is built upon a foundation of integrity, transparency, and unwavering client focus. We cultivate a collaborative and ethical culture where trust is paramount, ensuring every decision aligns with our commitment to client success and long-term relationships.
Join Eka Finance and become part of a dynamic team committed to making a tangible impact in the financial world. We offer a stimulating environment for professional growth, continuous learning, and opportunities to shape the future of finance while building a rewarding career.
Office Location:
Kanton Genf, Schweiz