Quant jobs / Eka Finance

Multi Strategy Fund Hiring Quant Strategies PM / Singapore

Eka Finance advertises a systematic portfolio-manager position for an unnamed multi-strategy fund. The remit combines proprietary alpha models with portfolio construction, risk allocation and implementation.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop statistical trading algorithms
Construct and optimise systematic portfolios
Set and apply a defined risk framework
Coordinate strategy implementation with traders and developers

What they ask for

Required

Documented investment track record
Alpha modelling
Portfolio optimisation
Risk management
Systematic execution experience

Education: No formal degree requirement is specified.
Experience: At least two years developing and running systematic trading approaches.
Markets: multi-asset

How to prepare

Present an evidenced live strategy record
Explain allocation and risk limits for a defined trading universe
Show how a backtest translates into executable positions

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Eka Finance’s site before applying: requirements, location and pay can change after we check them.

View the posting on Eka Finance’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Eka Finance and doesn’t handle applications.