High-Frequency Quant Researcher: Alpha & Microstructure

Bitqcode Quantitative Capital; Dubai; On-site; AED 450,000 - 750,000; Full time

Job summary

Bitqcode Quantitative Capital in Dubai seeks a highly driven Quantitative Researcher with strong mathematics, statistics, and market microstructure expertise to join our systematic trading team. You will design and test trading strategies across global markets, focusing on alpha discovery and robust backtesting.

The role requires hands-on coding in Python/C++/Rust, experience with high-frequency data, order book dynamics, and rigorous statistical validation.

Qualifications

• Bachelor's, Master's, or PhD in Statistics, Mathematics, Physics, CS, or related quantitative field.
• Solid knowledge of probability theory, stochastic processes, time series analysis, and optimization.
• Proven experience with global financial markets, including exchange mechanics and volatility regimes.
• Strong coding skills in Python, C++, or Rust, with numerical computing and data wrangling.
• Familiarity with ML techniques rooted in statistical principles (Bayesian methods, Gaussian Processes).
• Experience handling high-frequency data, order book reconstruction, and execution algorithms.
• Ability to design robust backtesting frameworks and simulate strategy performance across market conditions.

Responsibilities

• Research, design, and implement quantitative trading strategies across global markets using statistical and machine learning models.
• Conduct alpha research, signal generation, and strategy backtesting using large-scale historical tick/order book data.
• Develop and apply statistical arbitrage techniques across multiple asset classes, instruments, and exchanges.
• Model market microstructure phenomena such as latency arbitrage, limit order book dynamics, and short-term price impact.
• Perform rigorous data analysis and hypothesis testing to validate trading ideas and monitor live strategies.
• Collaborate with engineering teams to deploy strategies in production environments with low-latency constraints.
• Continuously monitor and improve model performance using real-time and historical data.
• Stay abreast of latest developments in trading infrastructure, execution technology, and quantitative finance research.

Skills

Probability theory

Stochastic processes

Time series analysis

Optimization

Python

C++

Rust

Machine learning (statistical)

Education

Bachelor's/Master's/PhD in Statistics/Mathematics/Physics/CS

Tools

NumPy/Pandas

Backtesting frameworks

SQL

Job description

Bitqcode Quantitative Capital in Dubai seeks a highly driven Quantitative Researcher with strong mathematics, statistics, and market microstructure expertise to join our systematic trading team. You will design and test trading strategies across global markets, focusing on alpha discovery and robust backtesting.

The role requires hands-on coding in Python/C++/Rust, experience with high-frequency data, order book dynamics, and rigorous statistical validation.