Quantitative Researcher

QuanTech Partners; Dubai; On-site; AED 150,000 - 250,000; Full time

Job summary

A financial technology firm in Dubai is seeking a Quantitative Researcher to develop and deploy algorithmic trading strategies. You will analyze market data and contribute to trading ideas in a collaborative environment. The role demands strong programming skills and a deep understanding of trading microstructure. The ideal candidate has a PhD/MSc and at least 3 years of research experience in trading.

Qualifications

• Must have a minimum of 3 years of research experience in trading.
• Solid data-mining skills with large datasets.
• Strong programming skills in Python, MATLAB or R.

Responsibilities

• Develop and deploy trading algorithms.
• Analyze market data and identify patterns.
• Create tools for data analysis.
• Contribute to library of analytical computations.

Skills

Algorithm development

Data analysis

Statistical techniques

Programming in Python

Simulation techniques

Education

PhD/MSc in CompSci, Mathematics or IT

Job description

As a key member of the Market Making team you will develop and deploy algorithmic trading strategies based on patterns in market behaviour. The Quantitative Researcher will be responsible for the entire lifecycle of trading algorithm development and back-testing. You will have the opportunity to contribute trading ideas to the team and develop their understanding of capital markets trading microstructure. You will work closely with traders and engineers in a collaborative environment and be capable of demonstrating flexibility, contributing ideas and working effectively with senior stakeholders.

Responsibilities

• Designing, implementing, and deploying mid and high-frequency trading algorithms
• Exploring trading ideas by analysing market data and market micro-structure for patterns
• Creating tools to analyse data for patterns
• Contributing to libraries of analytical computations to support market data analysis and trading
• Developing, augmenting, and calibrating exchange simulators

Candidate Requirements

• PhD/MSc in CompSci, Mathematics or IT from a top-tier university
• 3+ years of research experience, preferably equities focused, in mid and/or high-frequency trading
• Proficiency in back-testing, simulation, and statistical techniques
• Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
• Familiarity with signal generation and statistical models
• Strong programming skills in Python, MATLAB or R