quantity surveyor

data analyst

senior quantity surveyor

estimation engineer

estimator

quantitative researcher

Fuse Energy

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 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:
 
 
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 Develop and implement models for our energy supply business using Python and other data science tools
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 Identify, analyze, and mitigate credit risk
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 Conduct data analysis and modeling to support risk management decisions
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 Stay current with industry developments and regulations related to credit risk management
 
 
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 </ul>
 
 Requirements
 
 
 
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 2+ years of experience as a quantitative researcher or data scientist
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 Strong programming skills in Python and experience with data science tools such as Pandas, NumPy, and SciPy
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 Strong statistical and modeling skills
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 Strong communication and collaboration skills
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 Experience in the energy industry is a plus
 
 
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 </ul>
 
 Benefits
 
 
 
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 Competitive salary and a stock options 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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 28 days paid annual leave per year including public holiday
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 </ul>
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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>

Anson McCade

Our client is a renowned quantitative trading firm operating in HFT/market making, intraday and mid-frequency trading across liquid markets. The firm has offices globally, and is looking for Quantitative Researchers/Traders to join one of their teams in Hong Kong, Singapore, or Dubai.This is an excellent opportunity for Quantitative Researchers with three or more years of experience trading mean reversion models in Equities or Futures markets to leverage the firm's in-house resources/infrastructure and take ownership of their own models from signal generation to management in live trading. Successful candidates will work closely with other Quants to research, implement and monitor trading strategies.The Role:<ul><li>Supporting the buildout of a team, or joining a larger existing group as a Quant Researcher/Trader.</li><li>Involvement in all aspects of the strategy development process, from analysing datasets to identify patterns and opportunities to developing, backtesting, implementing and monitoring systematic strategies.</li><li>Working collaboratively with other quants to discuss research, improve and implement strategies, and develop tools and libraries.</li></ul>

Client of QuanTech Partners

The Role As a member of the Market Making team, the Quantitative Researcher will develop and deploy algorithmic trading strategies. You will be responsible for the entire lifecycle of trading algorithm development and back-testing. You will have the opportunity to contribute trading ideas to the team and develop their understanding of capital markets trading microstructure. You will work closely with traders and engineers in a collaborative environment and be capable of demonstrating flexibility, contributing ideas and working effectively with senior stakeholders. Responsibilities <ul> <li>Designing, implementing, and deploying mid and high-frequency trading algorithms</li> <li>Exploring trading ideas by analysing market data and market micro-structure for patterns</li> <li>Creating tools to analyse data for patterns</li> <li>Contributing to libraries of analytical computations to support market data analysis and</li> <li>trading</li> <li>Developing, augmenting, and calibrating exchange simulators</li> </ul> Candidate Requirements <ul> <li>PhD/MSc in CompSci, Mathematics or IT from a top-tier university</li> <li>3+ years of research experience in mid and/or high-frequency trading</li> <li>Proficiency in back-testing, simulation, and statistical techniques</li> <li>Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data</li> <li>Familiarity with signal generation and statistical models</li> <li>Strong programming skills in Python, MATLAB or R</li> </ul>

Glow Beauty On Demand

Job Details Location: UAE Location: Dubai Industry: Finance / Investment Banking Function: Research / Lab Gender: Any Candidate Nationality: Any Job Type: Full-time Core Duties * Research and design algorithmic yield strategies using leverage, protocol stacking, and dynamic rebalancing. * Quantitatively assess systemic and protocol-specific risks including liquidity depth, smart contract vulnerabilities, and oracle dependencies. * Build probabilistic models to evaluate risk, Value at Risk (VaR), and tail events using simulations such as Monte Carlo. * Conduct stress testing under extreme market conditions including stablecoin depegs and flash loan attacks. * Collaborate with engineers to productionize strategies, automate rebalancing, and integrate risk controls into vault infrastructure. * Ensure strategies are securely deployed on-chain with efficient execution and robust safety checks. Ideal Profile * Bachelor s or Master s degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or Financial Engineering. * 2 4 years experience in quantitative research, trading, or risk modeling, preferably within crypto, DeFi, fintech, or traditional finance. * Proficiency in Python and libraries such as pandas, numpy, scipy, and statsmodels. * Experience with financial forecasting, portfolio optimization, and risk simulation. * Knowledge of Monte Carlo simulations, statistical backtesting, and time-series modeling. * Solid understanding of DeFi concepts including AMMs, lending protocols, stablecoins, staking, and vaults.

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

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169 quantitative researcher jobs IN Dubai

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Quantitative Financial Engineer

Quantitative Trader