Quantitative Researcher - Equities

About the Role

A prominent global multi-strategy hedge fund based in the United Arab Emirates is seeking a Quantitative Researcher to enhance its systematic equities platform. The successful applicant will join an established statistical arbitrage team focusing on crafting intraday and mid-frequency systematic equity strategies that span global markets. Operating within a compact, high-achieving research team, the candidate will work directly with the Portfolio Manager, utilizing an advanced research and technology framework to develop investment ideas that substantially influence portfolio outcomes.

Key Responsibilities

• Collaborate intimately with the Portfolio Manager and quantitative developers to convert research insights into actionable trading strategies.
• Design and develop innovative quantitative alpha signals tailored for systematic equity statistical arbitrage across international equity markets.
• Manage end-to-end the research process, encompassing hypothesis creation, data analysis, feature engineering, backtesting, validation, and deployment of models into production.
• Innovate new trading signals while refining and expanding the current alpha signal library, emphasizing intraday and mid-frequency tactics.

Candidate Requirements

• Master's degree or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or related quantitative fields from a prestigious institution.
• Demonstrated buy-side experience with systematic equity statistical arbitrage strategy research within hedge funds, multi-strategy firms, or proprietary trading environments.
• Proven success in formulating alpha signals suited for intraday and mid-frequency investment horizons.
• Advanced programming capabilities in Python; familiarity with C++ is a plus.
• Experience handling large, complex data streams including market, microstructure, fundamental, event-driven, and alternative datasets.