Junior Quantitative Analyst – Abu Dhabi

AIMHEDGE GmbH; Abu Dhabi; On-site; AED 180,000 - 260,000; Full time

Job summary

AIMHEDGE GmbH is seeking a fresh graduate or early-career candidate to join our research pipeline, building and testing quantitative models and signals from financial data. You will contribute to the full investment cycle from idea generation to performance analysis.

The role involves developing, testing, and improving models, working with market and macroeconomic data, and documenting results. Strong programming skills and English fluency are required.

Qualifications

• University degree or higher in Finance, Mathematics, Physics, Statistics, Computer Science, Engineering, or another quantitative discipline.
• Fresh graduate up to 5 years of professional experience.
• Advanced programming skills; demonstrable proficiency in Python and MATLAB; include code samples or GitHub links in your application.
• Experience using LLM-based agents in a research context desirable.

Responsibilities

• Developing, testing, and improving quantitative investment models.
• Working with financial market, fundamental, macroeconomic datasets.
• Building research tools, data pipelines, analytics, and reporting systems in MATLAB and Python.
• Running backtests, factor studies, portfolio simulations, and performance analysis.
• Documenting models, code, assumptions, and research results clearly.
• Collaborating directly with senior investment professionals in a small, research-driven environment.

Skills

Python

MATLAB

Time series analysis

Statistical modelling

Portfolio construction

Education

Quantitative degree (Finance, Math, Physics, Statistics, CS, Engineering)

Tools

GitHub

Backtesting

Data pipelines

Job description

You will work directly within our research pipeline — building and testing research tools and systematic strategies, developing quantitative signals from financial data, and contributing to the full investment cycle from idea generation to performance analysis.This is a hands-on role with real responsibility from day one, suitable for a fresh graduate or early-career candidate with strong quantitative and programming skills, and a genuine interest in financial markets.

You will be directly involved in the investment and research process by:

• Developing, testing, and improving quantitative investment models

• Working with financial market, fundamental, macroeconomic datasets

• Building research tools, data pipelines, analytics, and reporting systems in MATLAB and Python

• Running backtests, factor studies, portfolio simulations, and performance analysis

• Documenting models, code, assumptions, and research results clearly

• Collaborating directly with senior investment professionals in a small, research-driven environment

Desired Candidate Profile

• University degree or higher in Finance, Mathematics, Physics, Statistics, Computer Science, Engineering, or another quantitative discipline

• Fresh graduate up to 5 years of professional experience

• Advanced programming skills; demonstrable proficiency in Python and MATLAB required - please include code samples, GitHub links, or relevant project work in your application

• Experience using LLM-based agents in a research context desirable

• Strong interest in financial markets, systematic investing, portfolio construction

• Familiarity with time series analysis, optimization, statistical modelling

• Previous experience in the financial industry desirable, ideally in a quantitative, risk, trading, analytics, or investment research role

• Strong analytical mindset, attention to detail, strong communication skills and willingness to document work thoroughly

• Team player with a friendly, collaborative personality, willing to integrate in a small team and work together towards the firm's objectives

• Ability to take ownership expected - comfortable working independently and in a small team with limited supervision

• Fluency in English required