Role:-

As a Quantitative Researcher you will:

• Research Alpha Ideas with a view to enhancing predictive capability of new and existing models
• Identify Concrete Research Objectives for advancing profitability of live trading strategies
• Implement High-Speed Computational Code in a variety of programming languages
• Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
• Build research tools and applications for processing and examining market and trading data

Requirements:-

• PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
• Deep insights into global financial exchange micro-structure and micro-behaviour
• Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
• Experience originating alpha/strategy development in an unprecedented environment or scale

Apply:-

Please send a PDF resume to quants@ekafinance.com