Cash Equity Quant Researcher / London/ New York - $Open

Eka FinanceLondon🇬🇧United KingdomPosted 17 Oct 2026

Why This Role Stands Out

This hybrid role offers a fantastic opportunity to drive innovation in cash equity markets through rigorous research and end-to-end strategy development, perfect for a motivated quantitative researcher eager to leverage their Python and data science skills. You'll thrive in this collaborative environment, contributing to a reputable firm with significant potential for professional growth and impactful contributions. Apply today to explore this exciting career advancement!

Quick Overview

Seniority

Mid Senior

Employment type

Full Time

Work mode

Hybrid

Location

London, United Kingdom

Posted

3 days ago

PythonMachine Learning

Job Description

Role:-

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