Quant jobs / Eka Finance

Quant Macro Trader / Low Frequency / HK / Asia

Eka Finance advertises a low-frequency macro trading role for an unnamed client. The trader owns systematic strategy research and macro portfolio construction.

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 and implement macro signals.
Construct CTA and macro portfolios.
Monitor model behaviour over time.

What they ask for

Required

Macro portfolio construction
Machine learning
Statistics
NLP
Python or C++
Systematic strategy track record

Education: No degree requirement stated.
Experience: At least three years of experience.
Languages and tools: Python
C++
Markets: multi-asset

How to prepare

Backtest a macro allocation signal.
Measure portfolio sensitivity to regimes.
Investigate signal decay and implementation costs.

What to study

The Quantitative Researcher 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.