As part of your code first configuration, it is still not yet able to generate non-clustered primary key fields.
See the Entity Framework work item below for a solution using first-code migrations (as well as the reasoning behind no direct code first support) if you are using migrations or are in a situation where you are able to:
Create a non-clustered primary key index using EF CodeFirst. is a question that is relevant and also contains some information. Although it is for EF 4.1, it still applies to EF 6.