Quant Researcher & Trader

High Street Resources (HSR); Dubai; On-site; AED 293,793 - 440,690; Full time

Job summary

A trading firm in Dubai is looking for a mid-to-senior Quant Researcher to develop and optimize systematic trading strategies. Candidates should have a strong background in quantitative research, especially with Python, and experience developing predictive trading signals. Responsibilities include conducting market analysis, building back-testing pipelines, and collaborating with traders and engineers to refine strategies. This position demands a minimum of 5-8 years of relevant experience in a fast-paced environment and requires advanced knowledge in mathematics or related fields.

Qualifications

• 5-8+ years experience in quantitative research or systematic trading environments.
• Strong programming skills in Python.
• Strong foundation in probability, statistics, optimization, and time-series modeling.

Responsibilities

• Develop predictive trading signals using statistical modeling and machine learning techniques.
• Build scalable back-testing pipelines for strategy evaluation.
• Improve execution logic and inventory management models.
• Work alongside traders to refine strategy hypotheses.

Skills

Statistical modeling

Machine learning techniques

Python

Market data analysis

Education

MSc or PhD in a quantitative discipline

Tools

C++

Job description

About The Role

A trading firm is seeking a mid-to-senior Quant Researcher to develop and optimize systematic trading strategies across exchange‑traded markets. This role focuses on extracting predictive signals from market data, improving execution logic, and contributing to production‑grade algorithmic trading systems in a low‑latency environment.

Key Responsibilities

Alpha & Signal Research

• Develop predictive trading signals using statistical modeling and machine learning techniques
• Conduct market microstructure research using tick‑level and order‑book datasets
• Design and test systematic strategies across equities, futures, or derivatives
• Analyze signal decay, feature stability, and regime sensitivity

Backtesting & Validation

• Build scalable back‑testing pipelines for strategy evaluation
• Perform robustness testing across multiple market regimes
• Detect overfitting risks and improve model generalization
• Evaluate transaction costs, slippage, and liquidity effects

Execution Optimization

• Improve execution logic and inventory management models
• Support enhancements to quoting strategies in electronic markets
• Collaborate with engineers to deploy production‑ready signals
• Optimize latency‑sensitive components where required

Cross‑Team Collaboration

• Work alongside traders to refine strategy hypotheses
• Partner with engineering teams on implementation workflows
• Contribute to internal research tools and analytics frameworks

Requirements

MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related quantitative discipline.

• 5-8+ years experience in quantitative research or systematic trading environments
• Strong programming skills in Python
• Working knowledge of C++ preferred
• Strong foundation in probability, statistics, optimization, and time‑series modeling
• Experience working with market data at scale