High Frequency Fund Hiring 2 Year Quant Researcher

Eka FinanceLondon🇬🇧United KingdomPosted 15 Sept 2026

Why This Role Stands Out

This role offers a fantastic opportunity to apply advanced mathematical modeling and computational skills in a dynamic high-frequency trading environment, fostering significant career growth. If you have a PhD in a quantitative field, a passion for complex problem-solving, and proven experience in HFT, you'll thrive in this collaborative and intellectually stimulating hybrid position. Apply now to join Eka Finance and contribute to cutting-edge quantitative research.

Quick Overview

Seniority

Mid Senior

Employment type

Full Time

Work mode

Hybrid

Location

London, United Kingdom

Posted

5 weeks ago

C++EstimatingPython

Job Description

Role:-

Developing mathematical models to solve difficult stochastic problems.
Analyzing convergence and boundedness properties of algorithms and estimates.
Estimating predictive functions from large data sets.
Translating your models to fast computational methods.
Collaborating with researchers and developers to implement all of the above.

Requirements:-

History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.

You must have 2+ years work experience in high-frequency trading.

Fluency with LaTeX typesetting.

Programming experience with C++ in a UNIX-based environment.

Experience using data analysis tools in Python or R.

PhD in Applied Maths, Computer Science , Statistics , Physics .

Extremely strong problem solving skills.

Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com