Quantitative Researcher

A global multi-strategy trading firm is expanding its Quant Research presence in Dubai. The team runs multi-asset systematic and semi-systematic strategies across equities, volatility, and index-related products, backed by institutional infrastructure and a collaborative, research-driven culture.

This is a high-impact role for a Quantitative Researcher to drive new alpha development, enhance existing signals, and collaborate with portfolio managers and engineers on live production strategies.

Key Responsibilities:

• Research, design, and implement alpha models across equity volatility and index rebalancing universes.
• Build and enhance datasets, backtesting frameworks, and signal validation pipelines.
• Partner with engineering to productionize research and streamline execution workflows.
• Contribute to portfolio construction, risk management, and capital allocation discussions.

Skills & Experience:

• 3–10 years’ experience as a Quant Researcher or Strategist on the buy-side or sell-side.
• Strong knowledge of equity derivatives, index rebalancing dynamics, or volatility modeling.
• Proficiency in Python (C++ a plus), with experience handling large datasets and building research infrastructure.
• Deep understanding of market microstructure, execution cost modeling, and signal decay.
• Advanced degree (MSc/PhD) in a quantitative field — Mathematics, Physics, Computer Science, or similar.
• Entrepreneurial mindset and interest in working in a lean, growing regional hub.

💡 This role offers the chance to own research, shape strategy direction, and work directly with senior PMs in a fast-growing global platform.

If you’re looking to be part of a high-performing, data-driven environment in Dubai, we’d like to hear from you.