Quantitative Portfolio Manager

Point72; Dubai; On-site; AED 900,000 - 1,300,000; Full time

Job summary

Cubist Systematic Strategies, an affiliate of Point72, seeks a senior quantitative role in Dubai to advance financial modeling and data-driven strategy design. You will lead research, develop predictive models, and evaluate performance across multiple asset classes.

Ideal candidates hold an advanced degree, 10+ years of research-experience, and a proven record in backtesting, data engineering, and market analysis. This is a demanding, strategic position with global reach.

Qualifications

• Advanced degree in a computational or analytical field.
• Extensive experience developing quantitative models for equities, futures and/or FX.
• Hands-on experience across the full research process: data, testing and backtesting.
• Innovative, curious and driven to understand financial markets.

Responsibilities

• Dynamically managing portfolio risk by evaluating historical and real-time performance.
• Overseeing automated trade execution and monitoring costs.
• Supervising a small team of researchers and developers daily.
• Designing and engineering advanced quantitative models for analysis and research.
• Performing research to acquire data sources for investment models.
• Developing quantitative algorithms to link diverse data sets.

Skills

Analytical thinking

Quantitative analysis

Team leadership

Backtesting

Education

Master's or PhD in a computational/analytical field

Job description

Job Description:

About Cubist

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role

• Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
• Overseeing automated trade execution and monitoring transaction costs.
• Supervising a small team of researchers and developers on a daily basis.
• Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
• Performing research to acquire historical and production data sources needed to build investment models.
• Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
• Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
• Using quantitative models to value securities.
• Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
• Developing aspects of successful statistical models, focusing on forecasting and optimization.
• Expanding trading universe and volume and expanding to other exchanges and products.

Requirements

• Advance degree (Masters or Ph.D.) in a computational or analytical field.
• Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
• Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.