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quantitative researcher

Fuse Energy

<div>
 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>
</div>

Quantitative Researcher

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>

Millennium Management

<div><div><div>Job Description</div></div><div><div><div><div>
2026 Quantitative Research Intern (Dubai Off Cycle)
Off Cycle Quantitative Researcher Intern
Minimum 6 month, working in a collaborative team, with a focus on machine learnings.
Principal Responsibilities
Work alongside the team members with strong machine learning background to:<ul><li>
Develop additional feature libraries</li><li>
Implement novel machine learning algorithms for return predictions</li></ul>
Preferred Technical Skills<ul><li>
Expert in Python</li><li>
Proficient in modern data science tools stacks (Jupyter, pandas, numpy, sklearn)</li><li>
Degree in Mathematics, Computer Science, Statistics, or related STEM field from top ranked University</li><li>
Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory</li><li>
Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts</li></ul>
Preferred Experience<ul><li>
Hands-on experience on predictive data-science project</li><li>
Experience working with multiple data sets and manipulating data (assessing, cleaning, creating features, etc.)</li></ul>
Highly Valued Relevant Experience<ul><li>
Extremely rigorous, critical thinker, self-motivated, detail-oriented, and able to work independently in a fast-paced environment</li><li>
Entrepreneurial mindset</li><li>
Curiosity and critical thinker</li><li>
Eagerness to learn and grow professionally</li><li>
Highly organized, eager to improve and create tools in order to increase efficiency and to scale up the research effort</li></ul></div></div></div></div></div>

2026 Quantitative Research Intern (Dubai Off Cycle)

Discovered MENA

<div>
 
 
 Role: Quantitative Software Engineer (C++ / Low-Latency Systems)
 
 
 
 
 Location:
 
 Dubai (on-site)
 
 
 
 
 
 
 Overview
 
 
 
 A fast-growing HFT firm is strengthening its core engineering group and is looking for a Quantitative Software Engineer to help build and optimise low-latency components used across their systematic trading teams. This position sits at the intersection of quantitative research, real-time systems, and performance-critical C++ development.
 
 
 The role is being opened to support an expanding set of trading strategies and to ensure that new models can be deployed to production with high reliability, speed, and technical rigour. You will work closely with researchers and traders to convert prototype ideas into robust, latency-sensitive software.
 
 
 
 
 
 
 What You&rsquo;ll Work On
 
 
 
 During the first year, the engineer will focus on:
 
 <ul>
 <li>
 Understanding the existing trading framework, infrastructure components, and data pipelines
 </li>
 <li>
 Improving runtime performance of active strategies through profiling, refactoring, and optimisation
 </li>
 <li>
 Converting research models into production-quality C++ implementations
 </li>
 <li>
 Designing and implementing new execution or strategy modules with strict latency constraints
 </li>
 <li>
 Taking ownership of critical code paths that affect end-to-end reaction time
 </li>
 <li>
 Streamlining the workflow between research and engineering to accelerate deployment cycles
 </li>
 </ul>
 
 
 
 
 
 Essential Technical Background
 
 
 
 
 Quantitative &amp; Algorithmic Knowledge
 
 
 <ul>
 <li>
 Strong grounding in probability, statistics, mathematical modelling, or computational problem-solving
 </li>
 <li>
 Ability to collaborate with researchers to interpret models and ensure accurate, efficient implementation
 </li>
 </ul>
 
 
 C++ Systems Engineering
 
 
 <ul>
 <li>
 Expert-level proficiency in modern C++ (17/20)
 </li>
 <li>
 Experience writing high-performance software with a focus on throughput, memory efficiency, and low latency
 </li>
 <li>
 Comfortable analysing and optimising code paths in performance-critical environments
 </li>
 </ul>
 
 
 Concurrency &amp; Multithreading
 
 
 <ul>
 <li>
 Familiarity with lock-free or low-contention data structures
 </li>
 <li>
 Ability to design concurrent systems tuned for predictable latency
 </li>
 </ul>
 
 
 Monitoring &amp; Observability
 
 
 <ul>
 <li>
 Hands-on experience with performance dashboards, metrics, and alerting (e.g., Prometheus, Grafana)
 </li>
 </ul>
 
 
 Education
 
 
 <ul>
 <li>
 Degree in Computer Science, Mathematics, Engineering, Physics, or a related quantitative discipline
 </li>
 </ul>
 
 
 Nice-to-Have Experience
 
 
 <ul>
 <li>
 Knowledge of market data, exchange connectivity, or electronic trading systems
 </li>
 <li>
 Scripting for automation or tooling (Python, Bash)
 </li>
 <li>
 Cloud platform exposure for research or non-latency workloads
 </li>
 <li>
 Visualisation tools or experience building dashboards for model/strategy analysis
 </li>
 <li>
 Networking fundamentals (e.g., TCP/UDP, multicast, low-latency protocols)
 </li>
 </ul>
 
 
 Ways You&rsquo;ll Collaborate
 
 
 <ul>
 <li>
 Partner with quant researchers to implement models efficiently
 </li>
 <li>
 Coordinate with traders to understand practical requirements of live strategies
 </li>
 <li>
 Work alongside senior engineers on performance tuning and architectural decisions
 </li>
 </ul>
 
 
 What We&rsquo;re Looking For
 
 
 <ul>
 <li>
 Proactive and comfortable tackling complex technical challenges independently
 </li>
 <li>
 Precise, detail-focused, and driven by quality
 </li>
 <li>
 Able to balance theoretical correctness with pragmatic engineering decisions
 </li>
 <li>
 Calm, constructive communicator who contributes positively under pressure
 </li>
 </ul>
 
 
</div>

Quantitative Developer

<div><div><div>Job Description</div></div><div><div><div><div>
Quantitative Developer<h1 class="jobSectionHeader">
Mid-Senior Level Quant Developer</h1>
Preferred Location: Dubai
Leading index Rebal team seeking a highly motivated and detail-oriented Quant Developer to join our team. The ideal candidate will have a strong passion for building robust trading systems and be familiar with the trading process. This role requires someone who is extremely hard-working and dedicated to achieving excellence in every aspect of their work. You will be working on our core trading engine and building out trade automations that drive the business.
Key Responsibilities<ul><li>
Core Trading Engine Development: Develop, maintain, and improve our core trading engine.</li><li>
Systematic Trade Automations: Design and implement trade automation systems to enhance trading efficiency and effectiveness.</li><li>
Collaboration: Work closely with traders, researchers, and other developers to understand requirements and deliver solutions.</li><li>
Code Review: Participate in code reviews to ensure the highest quality of code and adherence to best practices.</li><li>
Support: Provide ongoing support and troubleshooting for existing trading systems and models.</li></ul>
Required Skills and Qualifications<ul><li>
Educational Background: Bachelor&rsquo;s or Master&rsquo;s degree in Computer Science, Mathematics, Physics, Engineering, or a related field.</li><li>
Programming Proficiency: Strong programming skills in Python and must be comfortable with common dataset libraries e.g. pandas, polars, numpy, duckdb etc.</li><li>
Quantitative Skills: Solid understanding of quantitative finance and statistical methods.</li><li>
Trading Knowledge: Familiarity with the trading process and financial markets.</li><li>
System Design: Experience in designing and implementing high-performance, scalable systems.</li><li>
Problem-Solving: Excellent analytical and problem-solving skills.</li><li>
Attention to Detail: Meticulous attention to detail and a commitment to accuracy.</li><li>
Work Ethic: Demonstrated ability to work hard and manage multiple tasks simultaneously.</li><li>
Team Player: Ability to work effectively in a collaborative team environment.</li><li>
Communication Skills: Strong verbal and written communication skills.</li></ul></div></div></div></div></div>

High Street Resources

About the Opportunity: 
We are retained to hire a Head of Quantitative Research for a cutting-edge digital asset investment manager operating at the intersection of quantitative finance, AI, and automated trading.
 
Role Overview: 
This is a senior leadership role responsible for defining research strategy, building and mentoring quant teams, and delivering a consistent pipeline of deployable alpha. The role is both strategic and hands-on, with deep involvement in research, validation, and production workflows.
 
Key Responsibilities: 
<ul>
<li>Define and execute the firm’s quantitative research roadmap.</li>
<li>Lead hands-on strategy development using statistical, ML, and AI techniques.</li>
<li>Build and manage high-performing research teams.</li>
<li>Partner closely with trading, risk, and engineering.</li>
<li>Drive adoption of next-generation compute and research tooling.</li>
</ul>
Requirements: 
<ul>
<li>Advanced degree in a quantitative discipline.</li>
<li>8+ years in quantitative research with leadership exposure.</li>
<li>Strong Python expertise; additional low-latency languages a plus.</li>
<li>Experience with large-scale data, cloud infrastructure, and AI/ML.</li>
</ul>

Head of Quantitative Research

About the Opportunity: 
We are hiring Portfolio Managers on behalf of a high-performing, multi-strategy digital asset hedge fund transitioning into managing external institutional capital.
 The platform offers deep liquidity, institutional infrastructure, strong risk frameworks, and significant capital allocations to successful PMs.
 
Role Overview: 
Portfolio Managers will develop, optimize, and run systematic trading strategies within crypto markets. The firm is open to both crypto-native PMs and traditional finance PMs transitioning into digital assets.
 
Key Responsibilities: 
<ul>
<li>Develop and run algorithmic trading strategies.</li>
<li>Conduct independent quantitative research.</li>
<li>Manage portfolio risk and performance.</li>
<li>Collaborate with internal research, trading, and technology teams.</li>
<li>Build and lead research teams where required.</li>
</ul>
Key Qualifications: 
<ul>
<li>1.5+ years of verifiable trading track record.</li>
<li>Strong quantitative and research background.</li>
<li>Proficiency in Python and data analysis.</li>
<li>Deep understanding of risk and portfolio construction.</li>
</ul>

Portfolio Manager

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