Quant Researcher; Market Making​/HFT- Onsite​/Remote - Eka Finance

Overview

We are a small high-performance trading firm running live market-making strategies in crypto markets (primarily Binance). We are scaling our research capability and improving how we build and refine short-horizon trading signals in production. Research is tightly linked to live trading performance — ideas are tested quickly and evaluated through real PnL.

You will focus on developing and improving microstructure signals and components used in market‑making strategies. This is a hands‑on research role focused on real market data, not strategy ownership. You will work with senior researchers and engineers to improve existing systems and identify new signals that enhance trading performance.

• Build and test short-horizon trading signals
• Analyse order book and trade flow behaviour
• Improve components within existing market‑making strategies
• Run experiments on real market data under live constraints
• Help evaluate signal robustness and decay
• Work with engineers to product ionise research

• 4+ years experience in quant research, trading, or HFT
• Exposure to microstructure / short-horizon trading
• Strong Python or data analysis skills
• Experience working with real trading data (not just backtests)
• Understanding of execution effects (slippage, fills, adverse selection)

• Has worked on signals used in live or production trading
• Strong intuition for market microstructure behaviour
• Understands signal decay and regime dependence
• Can separate noise from the real edge

• Strategy design / system ownership role
• Academic or research‑only position
• Long‑horizon quant investing role
• Data science / ML‑only modelling role

• Live trading environment with fast feedback loops
• Direct impact on strategies trading real capital
• High learning velocity in microstructure trading
• Close collaboration with senior researchers