Quantitative Researcher - Strategy
On-siteAbu Dhabi, Abu Dhabi, United Arab Emirates
Job Summary
Generate and test alpha signals and factor ideas across asset classes using statistical and machine learning techniques. Conduct quantitative research and develop valuation models for 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 to enhance research and investment processes. Minimum 5 years of relevant experience in quantitative research, systematic investing, portfolio construction, asset allocation, or investment strategy. Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, Statistics, Physics, or another quantitative discipline; Master's degree or PhD is a strong advantage.
Required Qualifications
- Minimum 5 years of relevant experience in quantitative research, systematic investing, portfolio construction, asset allocation, or investment strategy
- 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
- 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
Desired Qualifications
- Experience conducting quantitative research across public markets, with exposure to private markets considered advantageous
- Master's degree or PhD is considered a strong advantage
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