Snr Quant Researcher/PM, Systematic Equities (Dir), UAE

This large Asset Manager, based in the Emirates, has strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. They now seek an additional exceptional Senior Quant Researcher/PM to develop, analyze & implement statistical models for their low-frequency equities investing and be part of a dynamic, collaborative investment team.

RESPONSIBILITIES:

• Explore and identify statistical patterns including model specification
• Propose strategic investment theories and develop algorithms to monetize opportunities
• Assess the profitability of the algorithm under various regimes/scenarios
• Peer-review research and assess the probability of a false discovery
• Ensure research documentation is complete, accurate and reproducible
• Independently assess the profitability of the investment algorithm & validate cause-effect mechanism proposed
• Assist in productionizing of mathematical prototypes developed, and compute target positions

KEY SKILLS & EXPERIENCE:

• 6 to 15 years in a quantitative research capacity focusing on systematic equities
• Track record developing, deploying, and managing strategies in the global equities space with a Sharpe Ratio of 1.5+
• Strong research and programming skills, primarily in Python
• PhD or Master’s from a top-tier school in a science field (Maths, Statistics, Physics, Engineering & Comp Sci, etc.)
• Strong abstract reasoning and independent problem-solving skills

DESIRABLE ATTRIBUTES:

• Experience exploring, researching, and deploying trading signals from various sources of data
• Experience in quantitative finance, econometrics, and asset pricing
• Successfully competitor in Math Olympiads will be a plus