Systematic Quantitative Researcher – Medium/High Frequency Strategies/ Switzerland / $ Open - Eka Finance

You’ll be part of a collaborative, research-driven environment focused on data, technology, and scientific rigor. The role involves:Designing, testing, and refining systematic alpha strategies across global marketsWorking with high-quality data sets to identify inefficienciesLeveraging advanced statistical and machine learning techniquesCollaborating closely with portfolio managers, engineers, and data scientistsEnsuring robust implementation and performance of strategies in live environments.Requirements:-3+ years of experience researching and building alpha-generating strategiesProven track record in medium or high-frequency systematic trading Strong programming skills (Python, C++, or similar)Deep understanding of statistics, econometrics, or machine learningExperience with large datasets and signal researchMSc/PhD in a quantitative field (e.g., Mathematics, Physics, Computer Science, Financial Engineering)Please send a PDF CV to quants@ekafinance.com