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quantitative research analyst

Balyasny Asset Management L.P.

<div>
 
 
 
 OVERVIEW
 
 
 
 
 A Metals Commodities Investment Team in Dubai is looking for Quantitative Analyst Graduate to work on all facets of portfolio management directly with senior investors. The ideal candidate will have a quantitative background, experience coding in python, and familiarity with Excel. A plus for candidates with experience commodities products.
 
 Strong interest commodities is a must.
 
 This is a unique opportunity to work and learn in a dynamic team setting and get exposure to the various asset classes and products of Commodities.
 
 
 
 
 
 
 
 RESPONSIBILITIES
 
 
 
 
 The Quantitative Analyst is expected to contribute meaningfully to portfolio management teams over the summer and learn quickly in a fast-paced environment. Example project work includes:
 
 <ul>
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 Work on data analysis projects, prototyping and back-testing that have direct influence on trade idea generation
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 Generate and implement ideas for improvement of existing strategies and optimize current portfolio
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 Help build market monitors and relative value reports to identify and track new trades
 </li>
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 Develop models on market-relevant topics, e.g. economic data, forecast prices, market products, supply / demand models
 </li>
 </ul>
 
 
 
 
 
 
 QUALIFICATIONS &amp; REQUIREMENTS
 
 
 
 <ul>
 <li>
 Bachelors or Master&rsquo;s Student in quantitative field with a December 2025 or Spring 2026 graduation date. Bachelor&rsquo;s in computer science, finance, mathematics, or other STEM related fields.
 </li>
 <li>
 
 This opportunity is fulltime in Dubai, candidate must be comfortable with the Dubai location
 
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 Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further research
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 Understanding and exposure to options, derivatives, equity index futures, commodity futures, fixed income futures, interest rates swaps, supply and demand and foreign currencies
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 Knowledge of statistics, including time series analysis and regressions
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 Strong organization skills with the ability to present results clearly and iterate with PMs accordingly
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 </ul>
 
 
 
 
 The ideal candidate for an intern position will be someone who has or is interested in:
 
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 Strong desire to work collaboratively with the team
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 High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies
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 Problem solving skills and ability to identify and implement appropriate solutions
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 Demonstrated entrepreneurialism
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 Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadline
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 Strong passion and interest in careers in investment management
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 Strong written and verbal communication skills
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 Outstanding attention to detail and strong organization skills
 </li>
 </ul>
 
 
 
</div>

Quantitative Analyst – Commodities (Dubai Graduate Opportunity)

HWTS Global

<div>
 
 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:
 
 <ul>
 <li>
 Research, design, and implement alpha models across equity volatility and index rebalancing universes.
 </li>
 <li>
 Build and enhance datasets, backtesting frameworks, and signal validation pipelines.
 </li>
 <li>
 Partner with engineering to productionize research and streamline execution workflows.
 </li>
 <li>
 Contribute to portfolio construction, risk management, and capital allocation discussions.
 </li>
 </ul>
 
 
 
 
 Skills &amp; Experience:
 
 <ul>
 <li>
 3&ndash;10 years&rsquo; experience as a Quant Researcher or Strategist on the buy-side or sell-side.
 </li>
 <li>
 Strong knowledge of equity derivatives, index rebalancing dynamics, or volatility modeling.
 </li>
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 Proficiency in Python (C++ a plus), with experience handling large datasets and building research infrastructure.
 </li>
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 Deep understanding of market microstructure, execution cost modeling, and signal decay.
 </li>
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 Advanced degree (MSc/PhD) in a quantitative field &mdash; Mathematics, Physics, Computer Science, or similar.
 </li>
 <li>
 Entrepreneurial mindset and interest in working in a lean, growing regional hub.
 </li>
 </ul>
 
 
 
 
 💡 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&rsquo;re looking to be part of a high-performing, data-driven environment in Dubai, we&rsquo;d like to hear from you.
 
</div>

Quantitative Researcher

Fuse Energy

<div>
 Fuse Energy is a forward-thinking renewable energy startup on a mission to deliver a terawatt of renewable energy - fast. We're combining first-principles thinking with cutting-edge technology to build a radically better energy system. We raised $100M from top-tier investors including Multicoin, Balderton, Lakestar, Accel, Creandum, Lowercarbon, Ribbit, Box Group and strategic angels like Nico Rosberg, the Co-Founder of Solana and GPs behind Meta, Revolut, Spotify, Uber and more.
 
 
 We're creating a fully integrated energy company: from developing solar, wind and hydrogen projects to real-time power trading and distributed energy installations. By selling directly to consumers, we cut out the middleman, lower costs and pass on savings to customers.
 
 
 But we're not stopping there. We're also building the Energy Network: a decentralised platform of smart devices that rewards users in Energy Dollars for electrifying their homes, shifting usage to off-peak hours, and helping balance the grid. This network strengthens grid stability - a critical foundation for scaling AI data centers and other energy-intensive industries.
 
 
 
 Responsibilities
 
 
 
 <ul>
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 Own the implementation and monitoring of live crypto market-making strategies
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 Analyse interactions between crypto liquidity, token incentive mechanisms, and DeFi market dynamics
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 Design and implement liquidity strategies to support healthy trading of Energy dollars across exchanges
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 Collaborate with engineering to create backtesting, monitoring, and execution tools for token market activity
 </li>
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 Work with product teams to manage liquidity provision, token supply, and market risk
 
 
 </li>
 </ul>
 
 Requirements
 
 
 
 <ul>
 <li>
 2+ years of experience in quantitative research, trading, or market making (crypto or traditional markets)
 </li>
 <li>
 Proficiency in Python for data analysis, backtesting, and monitoring
 </li>
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 Experience working with large-scale market data and building research pipelines
 </li>
 <li>
 Ability to design dashboards, alerts, or monitoring systems for real-time trading performance
 </li>
 <li>
 Familiarity with DeFi protocols, automated market makers, and token economics is a plus
 
 
 </li>
 </ul>
 
 Benefits
 
 
 
 <ul>
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 Competitive salary and an equity sign-on bonus
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 Biannual bonus scheme
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 Fully expensed tech to match your needs
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 Paid annual leave
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 Breakfast and dinner for office based employees
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 </ul>
</div>

Quantitative Researcher (Crypto)

We are currently seeking a quantitative researcher with a strong background in statistics to join our team. The role will be responsible for developing and implementing models for our energy supply business. As a quant researcher, you will work closely with our engineering team to ensure the accuracy and effectiveness of our models. Responsibilities: <ul><li>Develop and implement models for our energy supply business using Python and other data science tools</li><li>Identify, analyze, and mitigate credit risk</li><li>Conduct data analysis and modeling to support risk management decisions</li><li>Stay current with industry developments and regulations related to credit risk management</li></ul> Requirements: <ul><li>2+ years of experience as a quantitative researcher or data scientist</li><li>Strong programming skills in Python and experience with data science tools such as Pandas, NumPy, and SciPy</li><li>Strong statistical and modeling skills</li><li>Strong communication and collaboration skills</li><li>Experience in the energy industry is a plus</li></ul> Benefits: <ul><li>Competitive salary and a stock options sign-on bonus</li><li>Biannual bonus scheme</li><li>Fully expensed tech to match your needs!</li><li>28 days paid annual leave per year including public holiday</li></ul>

Venture Search

<div>
 
 
 Listed Options (Derivatives) Analyst
 
 
 
 
 Dubai, United Arab Emirates
 
 
 
 
 
 
 We are assisting a leading investment platform seeking a Listed Options Analyst to support their derivatives trading desk. You will work alongside a seasoned derivatives trader, who is developing an FX-derivatives book, and you will take a leading role in the listed options and structured derivatives environment. This is a unique opportunity to develop within a cross-asset derivatives environment on a growth trajectory.
 
 
 
 
 
 
 Key Responsibilities:
 
 
 
 
 
 <ul>
 <li>
 Work alongside the senior derivatives trader to develop and execute listed equity options trades and structured derivative ideas.
 </li>
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 Generate and evaluate cross-asset and options-structuring ideas, taking initiative to source opportunities, perform pricing analysis and structure executions.
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 Monitor and manage position risk, P&amp;L dynamics, option Greeks, volatility and scenario-analysis within the trading book.
 </li>
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 Support the broader investment platform&rsquo;s thematic and event-driven trade agenda via derivatives.
 </li>
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 Collaborate with portfolio investment teams to translate investment themes into derivatives strategies; contribute to desk evolution as the FX derivatives capability grows.
 </li>
 </ul>
 
 
 
 
 
 Requirements:
 
 
 
 
 
 <ul>
 <li>
 1-2 years&rsquo; experience (maximum) in a hedge-fund (or similar) environment with hands-on listed equity derivatives experience.
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 Demonstrated capability working with equity options: pricing, structuring, execution and monitoring.
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 Strong quantitative, analytical and problem-solving skills; comfortable in a fast-paced trading environment.
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 Excellent communication, ability to work cross-functionally and turn ideas into actionable trades.
 </li>
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 Motivated to build a derivatives career within a growing investment platform setting.
 </li>
 </ul>
 
 
</div>

Derivatives Analyst - Hedge Fund

Mubama Group

The Role
 Key Responsibilities - Monitor and execute trades across commodities, FX, and crypto strategies in 12-hour rotational shifts - Identify and escalate exceptions, liquidity changes, and execution anomalies in real time - Prepare end-of-session handover reports to ensure seamless transition to the next trader. - Work closely with quantitative developers and researchers to refine and enhance trading models - Track and review strategy performance, including P&L attribution, Sharpe ratios, slippage, and execution latency - Assist quantitative researchers with backtesting, alpha signal validation, and performance analysis.
 
Requirements
 <ul>
<li>Ideally 3–5 years of experience as a quantitative trader; flexibility exists for strong profiles with relevant aptitude and team fit - Experience using at least one Order Management System (OMS) and/or Execution Management System (EMS) - Familiarity with execution algorithms is preferred - Strong numerical ability and sound understanding of financial markets - Python skills are an advantage.</li>
</ul>
About the company
 Mubama Group is a DIFC-based family office headquartered in Dubai, with an active investment footprint across the UAE and UK and plans to establish a Singapore presence by the end of 2025. The firm deploys capital across a sophisticated and diversified portfolio spanning systematic and algorithmic trading, hedge funds, cryptocurrencies, private equity, and real assets. Having already reached a substantial institutional scale with sustained growth well above industry averages, Mubama currently operates as a proprietary trading fund and is poised to evolve into a hedge-fund-style platform managing capital at a meaningful institutional level. This progression reflects the maturity of its investment framework and its commitment to institutional-grade processes, deep research, and robust performance infrastructure.

Junior Quantitative Trader

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Junior Quantitative Trader