Quant jobs / Eka Finance

Quantitative Researcher – Systematic Trading (APAC)

Eka Finance advertises a research role for an unnamed APAC trading team. It develops systematic signals and realistic simulations for regional markets.

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.

Research market and alternative-data signals.
Improve backtests and exchange simulators.
Deploy validated ideas with traders.

What they ask for

Required

Probability and statistics
Python or C++
Large-dataset analysis
Backtesting
Mathematical modelling

Preferred

Systematic research experience

Education: Bachelor’s degree or higher in a relevant STEM subject.
Experience: Prior quant trading or research is advantageous, not essential.
Languages and tools: Python
C++
Markets: equities, futures

How to prepare

Test a signal on tick data.
Simulate exchange-specific order behaviour.
Measure out-of-sample performance after 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.