A leading global hedge fund managing $26 billion in assets is looking for a Quantitative Researcher to join its team in Dubai. This is an exciting opportunity to be involved in alpha research, signal generation, and model development. The ideal candidate will have at least two years of experience in equity statistical arbitrage and will work closely with Portfolio Managers, Data Scientists, and Engineers in a dynamic and intellectually rigorous environment.

Key Responsibilities:

• Research, design, and develop equity statistical arbitrage models across global markets using advanced statistical and machine learning techniques.

• Conduct extensive alpha signal research, backtesting, and performance evaluation using large, complex datasets.

• Collaborate with portfolio managers to integrate signals into live strategies and enhance portfolio construction methodologies.

• Monitor strategy performance and market conditions to refine and improve existing models.

• Partner with engineering teams to ensure robust implementation of models in live trading environments.

Required Qualifications:

• Minimum 2 years of experience in quantitative research, focusing on equity statistical arbitrage strategies.

• Strong academic background in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Computer Science, or Engineering).

• PhD preferred, but exceptional candidates with a Master’s degree or significant industry experience are also considered.

• Proficiency in Python required; familiarity with R, MATLAB, or C++ is a plus.

• Solid understanding of financial markets, market microstructure, and risk management principles.

• Experience with large datasets and applying machine learning techniques to alpha research.

• Self-motivated, detail-oriented, and comfortable in a high-performance team-driven environment.

Employment Type:

• Full-time

• Hybrid (Workplace type: Hybrid)

Contact Information:
For more details, please contact: thomas@pointonetalent.com