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Quantitative Researcher - Strategy
Abu Dhabi Investment Council
Abu Dhabi, UAE
Full Time
Senior
Yesterday
PythonMachine LearningQuantitative ModelingTime Series AnalysisPortfolio OptimizationSQL
Free
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About the Role
Abu Dhabi Investment Council seeks a Quantitative Researcher to support investment processes through quantitative research, model development, and AI-driven solutions. The role involves generating alpha signals, developing valuation models, and building portfolio construction tools.
Key Skills for This Role
PythonMachine LearningQuantitative ModelingTime Series AnalysisPortfolio OptimizationSQL
Responsibilities
- Generate and test alpha signals and factor ideas across asset classes using statistical and machine learning techniques
- Conduct quantitative research and develop valuation models across both public and private markets
- Design, backtest, and evaluate quantitative models, systematic strategies, and portfolio construction frameworks
- Build and enhance risk models, performance attribution frameworks, and investment analytics
- Develop end to end quantitative tools and applications to support investment workflows
- Partner with investment professionals across the Strategy team to deliver research, model specifications, and quantitative insights
- Drive AI and machine learning initiatives, identifying opportunities to enhance research and investment processes
Requirements
- Minimum 5 years of relevant experience in quantitative research, systematic investing, portfolio construction, asset allocation, or investment strategy
- Experience conducting quantitative research across public markets
- Proven experience designing, backtesting, and implementing quantitative models or systematic investment strategies
- Experience applying AI and machine learning techniques to financial datasets
- Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, Statistics, Physics, or another quantitative discipline
- Strong programming skills in Python or another object oriented language
- Good understanding of quantitative modelling, time series analysis, factor models, and portfolio optimisation
- Experience with machine learning frameworks such as scikit learn, TensorFlow or PyTorch
- Knowledge of SQL, cloud platforms, and Git based development practices
- Strong understanding of financial markets, including equities, fixed income, private markets
- Excellent analytical and communication skills
Full Job Posting
Overview
- ADIC is seeking a Quantitative Researcher to join the Strategy team. The successful candidate will play a key role in supporting ADIC's investment process through quantitative research, model development, and AI driven solutions.
Key Responsibilities
- Generate and test alpha signals and factor ideas across asset classes using statistical and machine learning techniques.
- Conduct quantitative research and develop valuation models across both public and private markets.
- Design, backtest, and evaluate quantitative models, systematic strategies, and portfolio construction frameworks.
- Build and enhance risk models, performance attribution frameworks, and investment analytics.
- Develop end to end quantitative tools and applications to support investment workflows, from data ingestion through to deployment.
- Partner with investment professionals across the Strategy team to deliver research, model specifications, and quantitative insights.
- Drive AI and machine learning initiatives, identifying opportunities to enhance research and investment processes.
Requirements
- Minimum 5 years of relevant experience in quantitative research, systematic investing, portfolio construction, asset allocation, or investment strategy.
- Experience conducting quantitative research across public markets, with exposure to private markets considered advantageous.
- Proven experience designing, backtesting, and implementing quantitative models or systematic investment strategies.
- Experience applying AI and machine learning techniques to financial datasets and developing production ready analytical tools.
- Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, Statistics, Physics, or another quantitative discipline.
- Master's degree or PhD is considered a strong advantage.
- Strong programming skills in Python or another object oriented language, with experience developing production quality code.
- Good understanding of quantitative modelling, time series analysis, factor models, and portfolio optimisation.
- Experience with machine learning frameworks such as scikit learn, TensorFlow or PyTorch.
- Knowledge of SQL, cloud platforms, and Git based development practices.
- Strong understanding of financial markets, including equities, fixed income, private markets, and their application to portfolio management and asset allocation.
- Excellent analytical and communication skills, with the ability to present complex quantitative findings to investment stakeholders.
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