Leads financial modeling and portfolio simulation using advanced AI/ML techniques. Partners with data scientists and traders to build and evaluate quant strategies.
Key Responsibilities:
Develop and validate quantitative models for asset allocation and risk-adjusted returns
Collaborate with data science and engineering teams to deploy models in production
Provide domain insights into alpha-generating strategies using traditional and alternative datasets
Qualifications:
Ph.D./Master's in Quantitative Finance, Mathematics, or related
Strong coding in Python/R; experience with AI/ML in portfolio modeling
Prior work in hedge funds, SWFs, or investment banks preferred
Job Type: Contract
Contract length: 6 months
Expected Start Date: 14/07/2025
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