Snr Quant Researcher, Systematic Investment Strategies & Data (vp, Dir), Uae

Abu Dhabi, United Arab Emirates

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Large Investment Manager
Systematic investing, Signal construction, Long/short, Machine Learning, Back-testing, Python.

KEY RESPONSIBILITIES:

Collaborate closely with data curation specialists, feature analysts, & strategy developers to validate investment strategies & algorithm toolkits.
Design and execute experiments to confirm causal connections in investment strategies.
Uncover latent relationships within complex datasets, drawing on your proficiency in quant methodologies.
Develop robust theoretical frameworks that underpin those strategies, aligning with market dynamics and trends.
Rigorously test hypotheses and refine theories based on empirical evidence and analysis outcomes.
Transform research findings into compelling data narratives, communicating insights to both technical and non-technical stakeholders.

KEY SKILLS & EXPERIENCE:

4-12 years\xe2\x80\x99 experience in quant research, preferably within the hedge fund or banking industry.
Knowledge of financial markets, trading strategies, and investment theories.
Published research papers or contributions to relevant research communities.
Strong expertise in advanced statistical techniques, experimental design, quant methodologies.
Strong Python
Master\'s or PhD in a quantitative discipline (e.g. Maths, Stats, Physics, Econometrics, Machine Learning, or similar).

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