Equity Quantitative Researcher / Trader - Dubai / HK

Selby Jennings; Dubai; On-site; AED 120,000 - 200,000; Full time

Job summary

A leading hedge fund in Dubai is seeking a quantitative analyst for their Stat Arb / Index Arb team. The role involves designing and deploying advanced trading strategies, as well as analyzing market dynamics and optimizing portfolios. Candidates with a strong quantitative background and experience in Python or C++ will excel in this innovative environment. Join a meritocratic team with excellent trading infrastructure and research resources.

Benefits

Autonomy to innovate

Access to cutting-edge research

Meritocratic culture with exceptional upside

Qualifications

• Strong quantitative background in Maths, Stats, Physics, CS, or Engineering.
• 2-5 years in a top prop trading firm, hedge fund, or quant research role.
• Experience with large-scale data sets.

Responsibilities

• Design, backtest, and deploy advanced Stat Arb and Index Arb strategies.
• Analyse market microstructure and cross-asset dynamics.
• Integrate strategies into low-latency trading systems.

Skills

Quantitative analysis

Statistical techniques

Python

C++

Data analysis

Education

PhD or Master's from a top institution

Job description

Role Overview

Join a world-class hedge fund's Stat Arb / Index Arb team in either Dubai or Hong Kong, driving systematic alpha generation across global equities and futures. Collaborate with top researchers and technologists to innovate at the intersection of research, technology, and execution.

Key Responsibilities

Design, backtest, and deploy advanced Stat Arb and Index Arb strategies.

Analyse market microstructure, cross-asset dynamics, and signal behaviour under varying conditions.

Integrate strategies into low-latency trading systems with developers and PMs.

Enhance research infrastructure and optimise portfolios.

Improve signal stability, turnover, and execution using statistical and ML techniques.

Requirements

Strong quantitative background (Maths, Stats, Physics, CS, Engineering).

Expertise in alpha discovery, empirical research, and performance attribution.

Proficient in Python or C++; experienced with large-scale data sets.

Exposure to short / medium-horizon strategies (Stat Arb, Index Arb).

Understanding of market microstructure and execution costs.

2-5 years in a top prop trading firm, hedge fund, or quant research role.

Why Join

• Autonomy to innovate within a high-performing team.
• Access to cutting-edge research and trading infrastructure.
• Meritocratic culture with exceptional upside in a leading global trading environment.

Preferred

PhD or Master's from a top institution.

Exceptional PhD graduates with relevant research / publications considered.