PhD-Ready Quant Researcher: Deep Learning for Equities

Selby Jennings; Dubai; On-site; AED 240,000 - 360,000; Full time

Job summary

Selby Jennings in Dubai, UAE, is seeking a PhD‑level Quantitative Researcher to apply cutting‑edge ML techniques to live equity strategies. You will design alpha signals, build neural networks and time‑series models, back‑test rigorously, and work with traders and technologists to deploy research into production.

The role emphasizes large‑scale data science, reinforcement learning, and scalable experimentation in a fast‑moving financial environment.

Qualifications

• PhD in a quantitative field with strong ML background.
• Strong research experience in Deep Learning, Neural Networks, AI, or large-scale modelling.
• Excellent Python programming skills.

Responsibilities

• Research and develop alpha signals using ML and DL techniques.
• Apply neural networks, transformers, time-series models, RL, and other statistical methods to large datasets.
• Design and improve predictive models for equity forecasting and systematic investing.
• Analyse alternative and traditional datasets to identify new sources of alpha.
• Collaborate with portfolio managers and engineers to deploy research into production.
• Conduct rigorous back-testing and performance analysis.

Skills

Python programming

Machine Learning

Deep Learning

Research experience

Neural Networks

Education

PhD in ML/CS/Math/Statistics/Physics/Engineering

Tools

TensorFlow

PyTorch

Job description

Selby Jennings in Dubai, UAE, is seeking a PhD‑level Quantitative Researcher to apply cutting‑edge ML techniques to live equity strategies. You will design alpha signals, build neural networks and time‑series models, back‑test rigorously, and work with traders and technologists to deploy research into production.

The role emphasizes large‑scale data science, reinforcement learning, and scalable experimentation in a fast‑moving financial environment.