Role:-

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

Requirements:-

1. MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
2. 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research
3. Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus
4. Experience with signal blending and portfolio construction
5. Demonstrated proficiency in Python
6. Highly motivated, willing to take ownership of his/her work
7. Collaborative mindset with strong independent research abilities

Apply:-

Please send a PDF CV to quants@ekafinance.com