Quantitative Researcher – Paris - Eka Finance

The Opportunity Join a leading systematic investment firm in Paris that sits at the intersection of rigorous scientific research and high-performance trading. This role is designed for researchers currently at, or recently from, top-tier quantitative funds, proprietary trading firms, or elite research labs (e.g. multi-strategy hedge funds, global macro/systematic pods, or leading prop trading platforms) who are looking for a more research-intensive environment with deeper autonomy over model design, richer data access, and a stronger emphasis on long-term alpha development. Unlike heavily siloed or execution-driven organisations, this platform is built around collaborative research, rapid experimentation, and direct translation of ideas into production. The Role As a Quantitative Researcher, you will focus on identifying and extracting predictive signals from a broad universe of datasets, including traditional financial inputs and high-dimensional alternative data. You will design, test, and refine systematic strategies that directly contribute to live trading performance. Working within a large, high-calibre research group, you will collaborate closely with data and software engineers to ensure seamless deployment of robust, scalable trading signals. Key Responsibilities Push the research frontier Develop and apply advanced statistical, econometric, and machine learning methods to uncover persistent inefficiencies in complex, noisy datasets. Continuously iterate models with a strong focus on robustness, stability, and real-world performance. Generate and validate alpha ideas Originate differentiated investment hypotheses. Build rigorous research frameworks and conduct deep empirical testing, including large-scale backtesting and out-of-sample validation. Exploit complex datasets Work with large structured and unstructured datasets to identify non-obvious p