Intraday Systematic Equity Strategies - Eka Finance

Role:- Work alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process Collaborate with the PM in a transparent environment, engaging with the entire investment process Requirements:- Approx. 3-4 years of experience as a quantitative researcher/trader in systematic equities with a focus on closing auction strategies Approx. 3-4 years of market microstructure alpha research Demonstrated ability to understand fundamental and event related data and experience with alternative data sources Demonstrated ability to conduct independent research using large data sets Quants with experience of working within a Central Risk Book team at a bank will be considered. Strong economic intuition and critical thinking Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading Trading experience would be desirable but is not required Strong research and programming skills in Python are necessary Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university. Apply:- Please send a PDF resume to quants@ekafinance.com