EKA Finance is working with an established quantitative trading firm looking to hire a Senior Quantitative Researcher into a highly research-driven trading environment.

The role is focused on developing systematic, short-horizon trading signals and strategies from idea generation through to live implementation.

We are particularly interested in researchers who have worked close to electronic markets and can demonstrate genuine ownership of quantitative research rather than purely execution or infrastructure work.

The Role:-

You will research and develop predictive signals and systematic trading strategies using high-frequency market data.

The work will involve:

1. Generating and testing new short-horizon trading ideas
2. Researching market behaviour and microstructure
3. Developing predictive features and signals from order-book and trade data
4. Building robust backtesting and validation frameworks
5. Working closely with trading and engineering teams to move successful research into production
6. Continuously analysing and improving live strategies

What We Are Looking For:-

Candidates are likely to have several years of experience in quantitative research within an electronic trading environment.

Relevant backgrounds could include:

1. Electronic market making
2. High-frequency trading
3. Short-horizon statistical arbitrage
4. Systematic trading research
5. Market microstructure research

You should have:

1. Strong quantitative and statistical research skills
2. Experience working with large, high-frequency datasets
3. Evidence of developing predictive signals or trading strategies
4. Strong programming ability, particularly in Python or another research-oriented language
5. A rigorous approach to backtesting, validation and avoiding overfitting
6. A genuine interest in understanding why trading signals work rather than simply optimising historical results.

Formal ownership of a standalone P&L is not required . We are more interested in researchers who can clearly demonstrate the contribution their research made to live trading strategies.

Experience within a market-making business can be particularly relevant, provided your work involved alpha generation and strategy research rather than purely execution, quoting or risk management.

This is an opportunity to take meaningful ownership of research within a growing quantitative trading business and work directly on strategies that can be deployed into live markets.