Job Description

Eka Finance is seeking an ambitious Quantitative Researcher to join a high-performance Equity Strategies desk in London. This role is deeply embedded in the front office, focusing on the research and development of systematic trading strategies across mid to high-frequency horizons. You will be tasked with solving intricate mathematical problems in a fast-paced market environment, bridging the gap between raw data and executable alpha.

As a hands-on researcher, you will navigate vast, noisy datasets to extract meaningful signals using advanced statistical and machine learning techniques. The firm prioritizes intellectual curiosity and technical rigor, offering an environment where you can take ownership of the full strategy lifecycle—from initial hypothesis and prototyping to backtesting and live implementation.

Key Responsibilities

Alpha Generation: Design and develop systematic equity trading strategies with holding periods ranging from minutes to several days.
Signal Research: Utilize Python to conduct in-depth statistical analysis and build predictive models that identify market inefficiencies.
Model Implementation: Translate research findings into clean, production-grade code, ensuring robustness and scalability.
Infrastructure Collaboration: Work alongside traders and engineers to optimize execution algorithms and refine the research pipeline.
Backtesting: Perform rigorous simulations of trading strategies to validate performance under varying market conditions.

Ideal Candidate Profile

Tenure: At least two years of professional experience in a quantitative research or trading capacity, ideally within a buy-side firm or prop shop.
Academic Pedigree: An advanced degree (PhD or Master’s) in a highly quantitative discipline (Mathematics, Physics, Computer Science, or Statistics).
Technical Mastery: Exceptional Python programming skills with deep familiarity in the data science stack (Pandas, NumPy, Scikit-learn).
Problem-Solving: A precision-oriented mindset with the patience to work through complex, high-dimensional data problems.
Niche Knowledge: Bonus points for familiarity with high-frequency market-making or low-level languages like C++.

Job Data Table

Category	Details
Company Name	Eka Finance
Location	London, United Kingdom
Locality	City of London / Mayfair
Country	United Kingdom
City	London
Region	Europe
Job Type	Full-time
Salaries	£120,000 – £200,000 (Estimated Base)
Experience Level	Mid-Senior (2+ Years)
Travel	Minimal
Language	English
Benefits	Hybrid work options, discretionary performance bonus, health insurance

Skills & Competency Table

Key Skill	Proficiency Level
Python (Data Science Stack)	Expert
Statistical Modeling	Expert
Machine Learning (ML/DL)	Advanced
Equity Market Microstructure	Advanced
C++ / Low-level Coding	Intermediate (Bonus)
Signal Backtesting	Expert

Salaries Pay Calculator Table

Annual Base Salary	Est. Bonus (30–100%+)	Total Compensation	Notes
£120,000	£36,000	£156,000	Baseline for researchers with 2 years of experience.
£150,000	£75,000	£225,000	Median for mid-level quants in London buy-side firms.
£200,000	£150,000+	£350,000+	Upper-tier for researchers with high-frequency expertise.

Job Summary

This London-based role involves developing mid-to-high frequency systematic equity strategies. Working directly with trading teams, you will research alpha signals using Python and machine learning. Requires an advanced STEM degree and 2+ years of experience. It is a high-impact position where research directly drives live P&L and market-leading innovation.

5 FAQs

What is the focus of Eka Finance? Eka Finance is a specialist recruitment consultancy that represents top-tier hedge funds and proprietary trading firms globally.
Is there a remote work option? Most London-based quant firms operate on a hybrid model (3 days in-office / 2 days remote) for front-office researchers.
What asset classes are covered? This specific desk focuses on Equities, though researchers often utilize cross-asset data for signal refinement.
Do I need a PhD? While a PhD is highly preferred for research roles, candidates with a Master’s and significant industrial experience are also considered.
How “technical” is the interview? Expect rigorous assessments in probability, statistics, Python coding, and a deep dive into your previous research methodologies.

Expert Analysis

In 2026, the Equity Quant space is shifting from traditional factor models toward Intraday Alternative Data signals. This role is highly valuable because it sits in the “mid-to-high frequency” sweet spot where execution efficiency is as critical as signal strength. Candidates who can demonstrate an understanding of Market Microstructure alongside machine learning will be the most competitive.

Location & Logistics Guide

The role is based in London, likely within the financial clusters of the City of London or Mayfair. These areas are the global hubs for quantitative finance, offering unmatched networking opportunities and proximity to major liquidity providers. Transport is easily accessible via the Elizabeth Line and the Underground.

Wikipedia URL: https://en.wikipedia.org/wiki/London

Career Path

A Quantitative Researcher typically advances to a Senior Quant Researcher or a Sub-Portfolio Manager within 3–5 years. Successful researchers often build their own “pods” or move into Portfolio Management, where they manage their own capital allocation and receive a direct percentage of the profits generated.

To apply for this job please visit uk.linkedin.com.