Quant Researcher - Systematic Equities - Dubai

Perm
IT & Technology
Dubai
Dubai
Competitive
BH 3521

We are supporting a leading global investment platform in hiring a highly skilled Quantitative Researcher.

 

This role will focus on building and enhancing a market‑microstructure‑driven research framework for the systematic trading of global equity strategies. The ideal candidate will combine strong statistical and programming expertise with experience handling large financial datasets in a fast‑paced, research‑driven trading environment.

Key Responsibilities

 

Strategy Research & Development

  • Collaborate closely with the Senior Portfolio Manager to design and refine systematic global equities strategies.
  • Contribute to idea generation, hypothesis testing, and alpha research.
  • Conduct end‑to‑end research including data gathering, cleaning, feature creation, modeling, and backtesting.

 

 

Data Engineering & Market Microstructure Research

  • Work hands‑on with multiple exchange data sets, ensuring high‑quality data pipelines through assessing, cleaning, and building features.
  • Analyze large, complex datasets using advanced statistical learning techniques and market‑microstructure methods.

 

 

Model Implementation

  • Implement scalable, flexible, and efficient data‑extraction frameworks using existing tools.
  • Optimize Python and C++ code to support high‑scale systematic research workflows.
  • Create new data features and extend existing research infrastructure.

 

 

Required Technical Skills

  • Strong expertise in Python (data analysis, scientific computing, statistical modeling).
  • Proficiency with modern data science tooling:
  • pandas, numpy, sklearn, Jupyter.
  • Experience with C++ (preferred for feature creation and performance‑critical components).
  • Strong understanding of:
  • Quantitative finance
  • Probability theory
  • Regression and statistical modelling
  • Mathematical foundations behind systematic trading strategies
  • Ability to clearly communicate complex research outputs to stakeholders.

 

 

Preferred Experience

  • 2+ years working in a systematic trading environment, ideally focused on equities.
  • Experience handling and transforming multiple vendor or exchange datasets, including assessing, cleaning, and creating predictive features.
  • Track record of collaborating with PMs, engineers, and researchers in a fast‑paced, iterative environment.

 

 

Highly Valued Attributes

  • Strong intuition for the predictive power of features and datasets.
  • Exceptionally rigorous, detail‑oriented, and self‑driven approach to research.
  • Ability to work independently while contributing to a collaborative research environment.
  • Curiosity, intellectual agility, and motivation to grow rapidly.

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