Quantitative Researcher - Equities

Selby Jennings; Dubai; On-site; AED 250,000 - 380,000; Full time

Job summary

Selby Jennings in Dubai invites a highly skilled quantitative researcher to join a hedge fund environment. You will translate research into live trading strategies, design alpha signals for equity arbitrage, and own the full research lifecycle from hypothesis through production deployment.

The role demands a Master’s or PhD in a quantitative field, buy-side experience, a proven track record in intraday and mid-frequency signals, and expert Python; C++ experience is a plus.

Qualifications

• Master's or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or related field.
• Proven buy-side experience researching systematic equity statistical arbitrage.
• Strong track record developing alpha signals across intraday and mid-frequency horizons.
• Excellent Python programming; C++ experience is advantageous.
• Experience with large, complex datasets including market microstructure and event-driven data.

Responsibilities

• Partner closely with the Portfolio Manager and quantitative developers to translate research into live trading strategies.
• Design and develop quantitative alpha signals for systematic equity statistical arbitrage strategies across global equity markets.
• Own the full research lifecycle, from hypothesis generation and data exploration through feature engineering, backtesting, validation, and production deployment.
• Create new trading signals while improving and expanding the existing alpha library, with a focus on intraday and mid-frequency strategies.

Skills

Python

C++

Education

Master's or PhD in quantitative field

Tools

Python

C++

Job description

Responsibilities

• Partner closely with the Portfolio Manager and quantitative developers to translate research into live trading strategies.
• Design and develop quantitative alpha signals for systematic equity statistical arbitrage strategies across global equity markets.
• Own the full research lifecycle, from hypothesis generation and data exploration through feature engineering, backtesting, validation, and production deployment.
• Create new trading signals while improving and expanding the existing alpha library, with a focus on intraday and mid-frequency strategies.

Requirements

• Master's or PhD in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field from a leading university.
• Proven buy-side experience researching systematic equity statistical arbitrage strategies within a hedge fund, multi-strategy platform, or proprietary trading firm.
• A strong track record of developing alpha signals across intraday and mid-frequency investment horizons.
• Excellent programming skills in Python; experience with C++ is advantageous.
• Experience working with large and complex datasets, including market, microstructure, fundamental, event-driven, and alternative data.