Quantitative Researcher – Systematic Macro Strategies/ CT/ London/ NY - Eka Finance

A leading global investment firm is seeking a Quantitative Researcher to join its systematic investment team. This role offers the opportunity to contribute directly to the research, development and enhancement of quantitative trading strategies across global markets.

Working alongside an established research group, you will be responsible for generating new sources of alpha, improving existing systematic models, and developing portfolio construction techniques that enhance risk-adjusted returns. The successful candidate will combine strong quantitative research skills with a practical understanding of systematic trading and implementation.

Key Responsibilities

• Research and enhance existing systematic trading signals to improve robustness, scalability and performance.
• Develop innovative alpha signals across global futures, FX and other liquid asset classes.
• Design and refine portfolio construction, risk allocation and optimisation frameworks.
• Improve strategy implementation by reducing transaction costs, managing drawdowns and enhancing execution efficiency.
• Contribute to the development of bespoke portfolio solutions and customised investment mandates.
• Conduct rigorous research using robust validation and testing methodologies to ensure research findings translate effectively into live trading environments.
• Collaborate closely with technology, trading and operations teams to support the deployment and monitoring of production strategies.
• Present research findings, investment ideas and strategy developments to senior stakeholders and investment committees.
  
  
  

Requirements

• Master's degree or PhD in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering or a related field.
• Prior experience conducting quantitative research within a systematic investment, hedge fund or proprietary trading environment.
• Strong understanding of alpha research, statistical modelling, portfolio construction and systematic trading.
• Experience researching liquid macro markets, including futures and FX; exposure to rates, credit, options or other OTC products is advantageous.
• Knowledge of short-term or intraday systematic strategies is beneficial.
• Advanced programming skills in Python, C , or similar quantitative research languages.
• Excellent analytical, communication and presentation skills with the ability to clearly explain complex quantitative concepts.
  
  
  

This is an opportunity to join a highly regarded systematic investment platform where research has a direct impact on live trading and portfolio performance.