| Role:- Independently conduct quantitative finance research with a focus on statistical and predictive models Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring Design, backtest, and implement algorithms for optimal portfolio construction Risk modeling Liquidity and transaction cost modeling Evaluate new datasets for alpha potential Contribute to the continuous improvement of the investment process and the team's research and trading infrastructure Requirements:- Undergrad, MS or PhD in finance, computer science, mathematics, physics, engineering or other quantitative discipline from a red brick university. Demonstrated ability to conduct independent research utilizing large data sets. Prior experience developing, researching or implementing quantitative models for equities, futures or FX, either at a firm or independently Programming in any of the following: C++, Java, C#, MATLAB, R, Python or Perl. Strong analytical and quantitative skills. Detail-oriented. Willing to take ownership of his/her work, working both independently and within a small team. Apply:- Please send a PDF resume to quants@ekafinance.com | 
