quantitative researcher

AAA Global

<div>
 
 Quant Researcher / Trader
 
 
 Location: Dubai (onsite)
 
 
 Visa: Sponsorship available
 
 
 
 
 
 
 About the Role
 
 
 
 A Dubai-based trading desk within a large financial group is hiring a Quant Researcher / Trader to join its systematic crypto trading team.
 
 
 
 
 
 The role involves quantitative research, data analysis, and strategy development within a structured in-house framework. You&rsquo;ll work closely with developers and traders to design, test, and refine systematic approaches across crypto markets using Python/C++ based research.
 
 
 
 
 
 
 Qualifications
 
 
 <ul>
 <li>
 1+ years of professional experience in quantitative research or trading (not internships).
 </li>
 <li>
 Strong statistical and market understanding.
 </li>
 <li>
 Proficiency in Python (mandatory) or C++, Rust is a plus.
 </li>
 <li>
 Bachelor&rsquo;s or Master&rsquo;s in Computer Science, Mathematics, Physics, Statistics, Engineering, or Economics from a top-tier university.
 </li>
 <li>
 Published research in a relevant field (ML, finance, statistics, economics, or a related quantitative area).
 </li>
 <li>
 Exposure to commodities or crypto trading is a plus.
 </li>
 <li>
 Prior quant trading experience not required, training will be provided.
 </li>
 </ul>
 
 
 
 
 Apply Above or Connect Directly: shreya@aaaglobal.co.uk
 
 
 Discreet conversations are welcome.
 
 
 
</div>

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>

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>

Durlston Partners

<div></div><div><div><div><div>AI - ML, Alpha/Signal Generation, Data Science, Discretionary Trading &amp; Research, Finance, Portfolio Management, Quantitative Developer, Systematic Trading &amp; Research, Trading
</div><div>$850,000
</div><div>Abu Dhabi, Amsterdam, Australia, California, Cayman Islands, Chicago, Dubai, Europe, France, Hong Kong, India, London, Middle East, Netherlands, New York, Remote, Singapore, Switzerland, Sydney, UK, USA, Zug, Zurich</div><div> 
</div></div></div><div><div><div>Quantitative Researcher &ndash; APAC, US, Europe, London, UAE, Remote

Durlston Partners is working with several top-tier Systematic Trading firms that are looking for Quant Researchers, where you&rsquo;ll develop statistical models, uncover market inefficiencies, and work closely with engineers and traders to bring strategies from idea to production.

What You&rsquo;ll Do:
<ul>
<li>Research, design, and test systematic trading strategies</li>
<li>Analyse large, noisy datasets to identify predictive signals</li>
<li>Build and refine models using statistical, ML, or econometric techniques</li>
<li>Collaborate with engineering to deploy and monitor live strategies</li>
</ul>
What They&rsquo;re Looking For:
<ul>
<li>Strong quantitative background (math, physics, CS, statistics)</li>
<li>Proficiency in Python, R, or similar research languages</li>
<li>Experience with statistical modeling, time-series analysis, or machine learning</li>
<li>Curiosity, rigor, and a passion for data-driven decision-making</li>
</ul>
Perks:
<ul>
<li>Highly competitive pay and bonuses</li>
<li>Cutting-edge tech and challenging problems</li>
<li>Strong project ownership</li>
<li>Great benefits package</li>
</ul>
How to:
Please<ul><li> to the advert to register your interest. Alternatively, please feel free to reach out to me for a confidential discussion: david@durlstonpartners.com</li></ul></div></div></div></div>

<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>
 <li>
 Develop and implement quantitative models to support hedging strategies for retail energy supply
 </li>
 <li>
 Analyze market data to optimize the performance of physical assets such as solar and wind farms
 </li>
 <li>
 Conduct statistical and scenario-based modeling to inform trading and risk management decisions
 </li>
 <li>
 Monitor power markets, pricing trends, and regulatory developments to identify risks and opportunities
 </li>
 <li>
 Collaborate with engineering and operations teams to integrate models into day-to-day decision-making
 
 
 </li>
 </ul>
 
 Requirements
 
 
 
 <ul>
 <li>
 1+ years of experience in quantitative modeling, data analysis, or a related role in energy, trading, or analytics
 </li>
 <li>
 Strong proficiency in Python, with experience using libraries for data analysis, modeling, and visualization
 </li>
 <li>
 Solid understanding of statistical modeling, optimization, and analysis techniques
 </li>
 <li>
 Experience working with time series or market data, preferably in energy or commodities markets
 </li>
 <li>
 Strong problem-solving skills and the ability to translate complex data into actionable insights
 
 
 </li>
 </ul>
 
 Benefits
 
 
 
 <ul>
 <li>
 Competitive salary and an equity sign-on bonus
 </li>
 <li>
 Biannual bonus scheme
 </li>
 <li>
 Fully expensed tech to match your needs
 </li>
 <li>
 Paid annual leave
 </li>
 <li>
 Breakfast and dinner for office based employees
 </li>
 </ul>
</div>

QuantGlobal

Profile Overview:We are seeking a highly driven Quantitative Research Intern to join our advanced quantitative research &amp; development team. This role offers a unique opportunity to work on data-driven trading strategies, leveraging statistical models and advanced mathematical techniques to unlock insights from financial markets. If you have a passion for quantitative problem-solving and financial markets, this role will allow you to contribute to the next generation of trading algorithms.https://quantquest.quanttiphy.com/Key Responsibilities:<ul><li>Conduct data analysis and in-depth research on financial instruments to identify potential investment opportunities.</li><li>Collaborate with the team to develop and optimize quantitative models used for trading strategies and market forecasting.</li><li>Monitor and evaluate the performance of existing trading strategies, providing insights for further refinement.</li><li>Contribute to risk management by participating in model stress testing and analyzing potential risk factors.</li><li>Utilize programming languages (e.g., Python, R) to conduct quantitative analysis and statistical modeling.</li><li>Prepare reports and presentations summarizing research findings, model performance, and risk assessments for stakeholders.</li><li>Key Qualifications:</li><li>A degree in Finance, Economics, Mathematics, Statistics, Computer Science, or a related field.</li><li>Conceptual understanding of algorithmic trading.</li><li>Experience: Minimum of 1 year of trading experience in equities, options and futures.</li><li>NISM Series-VIII certification(mandatory)</li><li>Strong analytical and quantitative skills with a focus on data-driven decision making.</li><li>Familiarity with financial markets and a basic understanding of quantitative finance concepts.</li><li>Proficiency in programming languages such as Python or R for data analysis and modeldevelopment.</li><li>Excellent communication and teamwork skills, with the ability to present complex findings clearly.</li></ul>Preferred Skills:<ul><li>Knowledge of statistical and quantitative techniques used in financial modeling.</li><li>Familiarity with data visualization tools (e.g., Tableau, Matplotlib) for presentingresearch insights.</li><li>Experience with financial databases and data sources.</li><li>A proactive, solution-oriented approach to problem-solving in a team setting.</li></ul>Job Type: Full-timePay: &#8377;15,000.00 - &#8377;20,000.00 per monthExperience:<ul><li>equities and/derivative trading: 1 year (Required)</li><li>quant trading: 1 year (Preferred)</li></ul>License/Certification:<ul><li>NISM-8 certification (Required)</li></ul>Work Location: In person

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