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Quant Researcher

Eka Finance

London

On-site

GBP 60,000 - 100,000

Full time

27 days ago

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Job summary

An established industry player is seeking a talented researcher to join their team in London. This exciting role involves conducting rigorous research to uncover systematic anomalies in the equities market, along with end-to-end development of trading strategies. You will have the opportunity to work with diverse datasets, enhance portfolio trading, and contribute to scalable research frameworks. Ideal candidates will possess a strong background in mathematics or quantitative fields, along with proficiency in Python and data science practices. Join a collaborative environment where your innovative ideas can drive impactful results in the financial sector.

Qualifications

  • 3+ years of experience in systematic alpha research and statistical arbitrage.
  • Demonstrated proficiency in Python and data science practices.

Responsibilities

  • Conduct innovative research to identify anomalies in the equities market.
  • Develop and implement strategies for portfolio trading and research.

Skills

Systematic Alpha Research
Statistical Arbitrage
Data Science Practices
Feature Engineering
Machine Learning
Python
Portfolio Construction

Education

MS in Mathematics
PhD in Statistics
Degree in Computer Science
Degree in Engineering
Degree in Quantitative Finance
Degree in Economics

Job description

Job Responsibilities:
  • Perform rigorous and innovative research to discover systematic anomalies in the equities market
  • End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation
  • Identify and evaluate new datasets for stock return prediction
  • Maintain and improve portfolio trading in a production environment
  • Contribute to the analysis framework for scalable research

Requirements:

  • MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
  • 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research
  • Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus
  • Experience with signal blending and portfolio construction
  • Demonstrated proficiency in Python
  • Highly motivated, willing to take ownership of his/her work
  • Collaborative mindset with strong independent research abilities

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

Job Overview

ID: 1363433

Date Posted: Posted 2 days ago

Expiration Date: 12/04/2025

Location: London

Competitive

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