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Quantitative Developer (Systematic Equities)

Vertex Search

Dubai

On-site

USD 80,000 - 120,000

Full time

20 days ago

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Job summary

An innovative firm is seeking a talented Quantitative Developer to enhance systematic trading strategies. This role involves researching, designing, and deploying alpha signals, optimizing portfolios, and conducting risk analysis. The ideal candidate will have a strong background in Python and data science, along with experience in financial services. Join a leading multi-manager in Dubai and contribute to cutting-edge financial technology while enjoying exceptional compensation and benefits. This is a unique opportunity to make a significant impact in the world of systematic equities.

Qualifications

  • Experience in developing and deploying alpha signals and portfolio optimization.
  • Proficiency with data-heavy calculation systems and backtesting.

Responsibilities

  • Build capabilities for systematic trading strategy research and monetization.
  • Develop tools for data acquisition and post-trade P&L/risk analysis.

Skills

Python
Data Science Stack (Pandas, NumPy, SciPy)
Portfolio Optimization
Backtesting
Financial Products Knowledge
Distributed Computing Frameworks
Data Pipelines
Risk Attribution

Education

Bachelor's in Finance
Bachelor's in Information Technology
Master's in Research

Tools

Dask
Ray
Vaex

Job description

Quantitative Developer (Systematic Equities)

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Quantitative Developer - Dubai - leading Multi-manager - exceptional comp & bens

We are working with a leading multi-manager Systematic Equities PM who is seeking a talented Quantitative Developer to build capabilities for systematic trading strategy research and monetization, including tools for data acquisition, research, and post-trade P&L / risk analysis.

About you :

  1. Experience in researching, designing, developing, and deploying alpha signals, portfolio optimization, PnL / Risk attribution, backtesting.
  2. Understanding of data pipelines and data-heavy calculation systems, such as VaR engines and stress analysis systems.
  3. Proficiency with Python (C++ experience is a plus).
  4. Advanced knowledge of data science stack (Pandas, NumPy, SciPy).
  5. Experience working with large datasets.
  6. Practical experience with distributed computing frameworks like Dask, Ray, or Vaex.
  7. Knowledge of financial products, especially Equities.
  8. Relevant educational background in Finance, Information Technology, or Research.
  9. Experience in Financial Services and Investment Management.
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