Quant Researcher, Linear Rates & FX - Dubai

Multi-Strategy Hedge Fund; Dubai; In loco; AED 450.000 - 750.000; Tempo pieno

Descrizione del lavoro

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.

Competenze

• 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.

Mansioni

• 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

Conoscenze

Python

C++

Statistics

Time series analysis

Data analysis

Financial modeling

Formazione

MSc or PhD in STEM

Strumenti

Backtesting frameworks

Financial data libraries

Descrizione del lavoro

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.