Linear Rates & FX Quantitative Researcher

Multi-Strategy Hedge Fund; Dubai; On-site; AED 450,000 - 750,000; Full time

Job summary

Top-tier Multi-Strategy Hedge Fund in Dubai is seeking an experienced Rates or FX Quantitative Researcher to join our Fixed Income & Macro team. You will partner with EM rates and FX portfolio managers to build pricing tools and develop quantitative models.

You will contribute to backtesting, portfolio construction and the enhancement of existing strategies, including models for EM inflation, using Python (C++ beneficial) on robust data sets.

Qualifications

• Postgraduate degree (MSc or PhD) in a STEM subject.
• 2+ years as a quant researcher / strat covering linear rates or FX; EM experience beneficial.
• Proficient in Python; C++ would be beneficial.
• Strong statistical and data analysis skills, particularly with financial time series.
• Independent, detail-focused and commercially minded, with a track record of high-quality delivery.

Responsibilities

• Build and maintain pricing tools for swaps, bonds, XCCY and non-deliverable forwards, with particular emphasis on yield curve building
• Create and improve frameworks for backtesting strategies on historical data and optimising portfolio construction
• Enhance existing strategies and systematise processes
• Develop models for EM inflation

Skills

Python

C++

Statistics

Time series analysis

Data analysis

Financial modeling

Education

MSc or PhD in STEM

Tools

Backtesting frameworks

Financial data libraries

Job description

Top-tier Multi-Strategy Hedge Fund is seeking an experienced Rates or FX Quantitative Researcher to join its Fixed Income & Macro team in Dubai.

Partnering closely with EM rates and FX portfolio managers, the Quant Researcher will work as part of an established global team.

• Build and maintain pricing tools for swaps, bonds, XCCY and non-deliverable forwards, with particular emphasis on yield curve building
• Create and improve frameworks for backtesting strategies on historical data and optimising portfolio construction
• Enhance existing strategies and systematise processes
• Develop models for EM inflation

Skills & experience required:

• Postgraduate degree (MSc or PhD) in a STEM subject
• 2+ years as a quant researcher / strat covering linear rates or FX. EM would be beneficial but is not a prerequisite
• Proficient in Python. C++ would be beneficial.
• Strong statistical and data analysis skills, particularly with financial time series
• Independent, detail-focused and commercially minded, with a track record of high-quality delivery