quantity surveyor

qa/qc engineer

senior quantity surveyor

data analyst

estimation engineer

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

OneBullEx

<div>OneBullEx is a crypto futures exchange startup built for speed, reliability, and innovation. Our platform delivers advanced futures trading capabilities powered by AI-driven 300 SPARTANS &mdash; automated, high-precision trading strategies designed to thrive in market chaos.

As The Innovative Market Handler and The Alchemist of Order, OneBullEx is forging structure from the volatility of the crypto markets. Our elite 300 SPARTANS stand at the frontier of algorithmic warfare &mdash; self-evolving strategies engineered to dominate market turbulence.

The market never sleeps &mdash; and neither do we.

Now, we are seeking a master strategist &mdash; a Quantitative Researcher &mdash; to join our ranks and lead the charge in building the next generation of data-driven trading intelligence.

Your Mission
<ul>
<li>We are looking for a Quantitative Researcher to explore the uncharted territories of global financial markets in search of Alpha.</li>
<li>This is where your ideas become code, and your code becomes profit.</li>
<li>You will collaborate with top-tier engineers, data scientists, and researchers to design, backtest, and deploy scalable, profitable trading systems.</li>
<li>Your genius will help us find order in chaos &mdash; uncovering signals hidden in oceans of data to fuel our relentless pursuit of performance.</li>
</ul>
What You Will Do (Your Arsenal of Impact) 
<ul>
<li>Create &amp; Destroy: Design, code, and backtest strategies that challenge the status quo &mdash; destroy the weak, refine the strong.</li>
<li>Teach the Machine: Apply cutting-edge machine learning and deep learning to extract alpha and build autonomous, evolving trading intelligence.</li>
<li>Play with Data: Dive into massive datasets, visualise unseen patterns, and turn raw chaos into structured opportunity.</li>
<li>Level Up: Continuously monitor, refine, and evolve strategies to maintain dominance in dynamic markets.</li>
<li>Collaborate &amp; Conquer: Partner with the AI Engine Development team to push the boundaries of trading research and infrastructure.</li>
</ul>
We are Looking for Someone Who
<ul>
<li>Has 3+ years of proven experience in prop trading, systematic trading, or quantitative strategy research (crypto, futures, or FX).</li>
<li>Holds a Master's degree or PhD in Computer Science, Financial Engineering, Applied Mathematics, Physics, or Economics &mdash; or equivalent real-world expertise.</li>
<li>Is obsessed with machine learning, deep learning, or reinforcement learning, and has a track record of applying them to live markets.</li>
<li>Writes code that thinks &mdash; fluent in Python, C++, Rust, or another high-performance language.</li>
<li>Possesses sharp analytical instincts and a relentless drive to uncover hidden truths in data.</li>
<li>Communicates clearly and effectively in English &mdash; because clarity is power.</li>
</ul>
This Role Is for You If
<ul>
<li>You are driven by curiosity and never stop asking &quot;Why?&quot;.</li>
<li>You thrive in the unknown, building answers where none exist.</li>
<li>You believe in team synergy over ego &mdash; and understand that genius scales through collaboration.</li>
<li>You live for the thrill of seeing your ideas move real markets.</li>
</ul>
What We Offer
<ul>
<li>Limitless Growth: Industry-leading compensation directly tied to your performance. No ceiling, only sky.</li>
<li>Total Freedom: A research-first environment &mdash; no bureaucracy, just results.</li>
<li>Elite Tools: Access to state-of-the-art infrastructure and data resources to turn your vision into reality.</li>
<li>A-Team Energy: Collaborate with world-class quants, engineers, and innovators who will challenge and elevate you.</li></ul></div>

BHFT

Conduct extensive market research to identify new trading opportunities; <ul> <li>Design and PoC implementation of effective trading strategies based on your market research findings;</li> <li>Perform research and TCA of existing trading strategies to enhance risk-adjusted returns and adapt to changing market conditions;</li> <li>Collaborate with colleagues to leverage diverse expertise in refining and optimizing strategies.</li> </ul> BHFT is a proprietary algorithmic trading firm. Our team manages the full trading cycle, from software development to creating and coding strategies and algorithms. Our trading operations cover key exchanges. The firm trades across a broad range of asset classes, including equities, equity derivatives, options, commodity futures, rates futures, etc. We employ a diverse and growing array of algorithmic trading strategies, utilizing both High-Frequency Trading (HFT) and Medium-Frequency Trading (MFT) approaches. Looking ahead, we are expanding into new markets and products. As a dynamic company, we continuously experiment with new markets, tools, and technologies. We ve got a team of 200+ professionals, with a strong emphasis on technology 70% are technical specialists in development, infrastructure, testing, and analytics spheres. The remaining part of the team supports our business operations, such as Risks, Compliance, Legal, Operations and more. With a strong focus on innovation and performance, BHFT is actively expanding its presence in traditional financial markets. We value a results-driven culture, emphasizing collaboration, transparency, and constant improvement, all while offering the flexibility of remote work and a globally distributed team.

Anson McCade

My client, a leading global hedge fund, is seeking a Senior Quantitative Researcher to join its expanding Dubai office. This is an outstanding opportunity for an experienced quant to contribute to a world-class, collaborative platform and to leverage a market-leading trading infrastructure. Key Responsibilities: Develop and implement systematic strategies in cash equities with a focus on alpha generation. Conduct research across diverse datasets to identify robust and scalable trading signals. Manage the full lifecycle of strategy development, from idea generation and backtesting to live deployment. Collaborate closely with portfolio managers, technologists, and other senior researchers in a highly collegial environment. Take direct responsibility for PnL generation and ongoing strategy optimization. Requirements: Demonstrable track record of developing and running profitable systematic cash equities strategies. Strong academic background in a quantitative discipline (e.g., mathematics, physics, statistics, computer science, financial engineering). Deep understanding of market microstructure and equities data. Expertise in statistical modeling, machine learning, or advanced quantitative research techniques. Exceptional programming skills (Python, C++, or similar). Entrepreneurial mindset with the ability to thrive in a fast-paced, collaborative, and performance-driven environment. Why Join? Access to a market-leading trading platform and world-class infrastructure. A culture that values collaboration among senior quants across global offices. Highly competitive compensation and performance-based rewards. The chance to make a significant impact in Dubai, a fast-growing hub for global trading.

Senior Quantitative Researcher - Systematic Equities

GitMax

Key Responsibilities: <ul> <li>Product Development: Lead the development and implementation of financial instruments, including CFDs, futures, structured products, and bespoke derivative solutions.</li> <li>Pricing Models &amp; Execution Algorithms: Design and maintain pricing models and execution algorithms to ensure efficient price discovery, fair valuation, and competitive spreads.</li> <li>Market Integration: Oversee the integration of market data sources, prime brokers, and liquidity providers for new and existing products.</li> <li>Stakeholder Collaboration: Work closely with senior management, trading desks, and liquidity teams to refine and enhance product offerings.</li> <li>Quantitative Expertise: Act as the primary quant expert supporting the dealing desk, optimizing pricing models and execution logic for trading efficiency.</li> <li>Trading Support: Provide real-time technical support to trading operations, troubleshooting pricing anomaliesand refining execution logic.</li> <li>Infrastructure Enhancement: Collaborate with developers to improve trading infrastructure, enhance automation, and optimize algorithmic execution models.</li> <li>Backtesting &amp; Implementation: Oversee the development, backtesting, and implementation of proprietary pricing engines for seamless integration into the firm s trading architecture.</li> <li>Market Monitoring: Implement quant-driven monitoring tools to track market microstructure, liquidity depth, and trading performance.</li> <li>Orchestration &amp; System Optimization: Ensure flawless orchestration across all trading systems and work closely with development teams to ensure timely delivery of essential features.</li> </ul> Requirements: <ul> <li>5+ years in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.</li> <li>Quantitative Expertise: Strong knowledge of derivatives pricing, market-making models, and algorithmic execution strategies.</li> <li>Mathematical Modeling: Deep understanding of yield curve modeling, volatility surfaces, and stochastic pricing models.</li> <li>Financial Background: Experience in banks, hedge funds, brokers, or proprietary trading firms in quant-based roles.</li> <li>Technical Skills: Proven track record in quantitative modeling, data analysis, and trading system development.</li> <li>API &amp; Market Microstructure: Expertise in API-driven pricing engines, order book dynamics, and real-time market integration.</li> <li>Risk &amp; Hedging: Experience with quant-based hedging algorithms and risk control frameworks.</li> <li>Languages: Fluent in English (spoken and written).</li> </ul> Conditions: <ul> <li>Open to candidates worldwide within GMT +4 ( 1 hour) or those willing to work in this timezone.</li> <li>Competitive compensation and an opportunity to work with a leading global financial institution.</li> </ul>

Quantitative Financial Engineer

Office We are looking for a Quantitative Trader to develop and test original trading models from the ground up. This role focuses on designing fundamentally new strategies using statistical analysis, probabilistic reasoning, and machine learning. This is not a template-based or traditional derivatives trading position we value creativity, initiative, and independence. Key Responsibilities: <ul> <li>Research and build quantitative trading models and signal-generation algorithms;</li> <li>Invent and validate new market factors and features;</li> <li>Work with large historical datasets using a well-established backtesting infrastructure;</li> <li>Contribute to cross-market and cross-asset models with real capital exposure;</li> <li>Earn performance-based bonuses tied to the profitability of your models (top performers can earn multiples of their base compensation).</li> </ul> Requirements: <ul> <li>Proficient in Python (numpy, pandas, sklearn, etc.);</li> <li>Solid knowledge of probability theory, statistics, and econometrics;</li> <li>Experience with ML frameworks is a plus;</li> <li>Ability to design and implement models independently, not just fine-tune existing ones;</li> <li>English proficiency required;</li> </ul> Why Join Us: <ul> <li>Work on real models deployed across diverse global markets;</li> <li>Lean team structure with high impact and visibility;</li> <li>Tight-knit, high-caliber quant team (3 5 people max);</li> <li>Clear path from intern to core trader with strategic ownership opportunities</li> </ul>

Quantitative Trader

Qube Research & Technologies

Your future role within QRT
This team is integral to the firm s success. As such, your responsibilities will include:
<ul>
<li>Collaborating with the trading desk to design and implement their data pipelines</li>
<li>Collaborating with data engineers to onboard relevant datasets for the desk within QRT</li>
<li>Implementing data transformations to produce high added-value datasets used for investment decisions</li>
<li>Prototyping and designing code to extract, clean, and aggregate data from a wide range of raw sources and formats</li>
<li>Managing the end-to-end process of onboarding new datasets</li>
<li>Proactively solving data related problems to minimise time to production</li>
<li>Innovating and experimenting with novel data extraction methods to enhance the firm s data onboarding toolkit</li>
</ul>
 Your present skillset 
<ul>
<li>3+ years of experience as a Data Scientist (or similar position); experience in a buy-side quantitative finance role is advantageous</li>
<li>Postgraduate degree in a quantitative discipline such as Mathematics, Physics or Engineering.</li>
<li>Advanced programming experience in Python, including proficiency with data handling libraries such as Pandas and NumPy</li>
<li>Demonstrable interest in financial markets and the application of data in its analysis and understanding</li>
<li>Experience working with both traditional and alternative financial datasets</li>
<li>Excellent communication skills, with the ability to effectively collaborate with all stakeholders, including researchers, traders, engineers, management, and external vendors</li>
<li>Ability to work in a high-performance, high-velocity environment</li></ul>

Data Scientist - Commodities

Explore 151+ Quantitative researcher in Dubai this October. Find roles across top companies and apply now to boost your career.

151 quantitative researcher jobs IN Dubai

Quantitative Researcher

Quantitative Researcher

Quantitative Researcher

Senior Quantitative Researcher - Systematic Equities

Quantitative Financial Engineer

Quantitative Trader

Data Scientist - Commodities