Senior Quantitative Researcher - Systematic Equities
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Key skills for this role
About the Role
A systematic hedge fund seeks an experienced Quantitative Researcher to develop systematic equity investment strategies in Dubai. The role involves alpha generation, signal research, portfolio construction, and performance analysis.
Key Skills for This Role
Responsibilities
- Research, develop, and enhance systematic equity investment strategies across global markets
- Generate novel alpha signals using fundamental, alternative, and market derived datasets
- Conduct rigorous statistical analysis, hypothesis testing, and signal validation
- Design and improve portfolio construction and optimisation frameworks
- Analyse factor exposures, risk characteristics, and performance attribution
- Collaborate closely with researchers and technology teams to transition research into production
- Monitor live strategy performance and identify opportunities for continuous improvement
- Contribute to the firm's broader research agenda and investment process development
Requirements
- Minimum 5 years experience in quantitative research within a hedge fund, proprietary trading firm, or similar systematic investment environment
- Proven experience researching and developing systematic equities strategies
- Demonstrable track record of producing research with strong live or simulated performance (Sharpe ratios of 2 3+ preferred)
- Deep understanding of alpha research, factor modelling, portfolio construction, and optimisation techniques
- Strong programming skills in Python, with experience handling large and complex datasets
- Outstanding academic credentials, ideally including a PhD in a quantitative discipline (Mathematics, Physics, Statistics, Computer Science, Engineering, or related field)
Full Job Posting
The Opportunity
- My client is a highly successful systematic hedge fund with an established track record in quantitative equities investing.
- The firm is seeking an experienced Quantitative Researcher to help drive the next phase of growth.
- The successful candidate will work across the full research lifecycle, from alpha generation and signal research through to portfolio construction, optimisation, implementation, and performance analysis.
Key Responsibilities
- Research, develop, and enhance systematic equity investment strategies across global markets.
- Generate novel alpha signals using fundamental, alternative, and market derived datasets.
- Conduct rigorous statistical analysis, hypothesis testing, and signal validation.
- Design and improve portfolio construction and optimisation frameworks.
- Analyse factor exposures, risk characteristics, and performance attribution.
- Collaborate closely with researchers and technology teams to transition research into production.
- Monitor live strategy performance and identify opportunities for continuous improvement.
- Contribute to the firm's broader research agenda and investment process development.
Requirements
- Minimum 5 years' experience in quantitative research within a hedge fund, proprietary trading firm, or similar systematic investment environment.
- Proven experience researching and developing systematic equities strategies.
- Demonstrable track record of producing research that has generated strong live or simulated performance, ideally with strategies exhibiting Sharpe ratios of 2 3+.
- Deep understanding of alpha research, factor modelling, portfolio construction, and optimisation techniques.
- Strong programming skills, ideally in Python, with experience handling large and complex datasets.
- Ability to independently drive research projects from initial idea generation through to implementation and monitoring.
- Exceptional quantitative and analytical skills with a rigorous scientific approach to research.
- Outstanding academic credentials, ideally including a PhD in a quantitative discipline.
What's on Offer
- Opportunity to join a growing and well capitalised systematic investment firm with a strong performance track record.
- Access to an established platform, extensive datasets, and mature research infrastructure.
- Collaborative culture that rewards intellectual curiosity, innovation, and investment impact.
- Ability to see successful research translated into live trading and PnL generation rapidly.
- Significant autonomy and ownership over research initiatives.
- Competitive compensation structure with meaningful upside linked to performance.
- Work alongside a highly accomplished team of investors, researchers, and technologists.
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