Quantitative Researcher (Machine Learning) | Equities, Dubai, UAE

Selby Jennings; Dubai; On-site; AED 240,000 - 360,000; Full time

Job summary

Selby Jennings in Dubai, UAE, is seeking a PhD‑level Quantitative Researcher to apply cutting‑edge ML techniques to live equity strategies. You will design alpha signals, build neural networks and time‑series models, back‑test rigorously, and work with traders and technologists to deploy research into production.

The role emphasizes large‑scale data science, reinforcement learning, and scalable experimentation in a fast‑moving financial environment.

Qualifications

• PhD in a quantitative field with strong ML background.
• Strong research experience in Deep Learning, Neural Networks, AI, or large-scale modelling.
• Excellent Python programming skills.

Responsibilities

• Research and develop alpha signals using ML and DL techniques.
• Apply neural networks, transformers, time-series models, RL, and other statistical methods to large datasets.
• Design and improve predictive models for equity forecasting and systematic investing.
• Analyse alternative and traditional datasets to identify new sources of alpha.
• Collaborate with portfolio managers and engineers to deploy research into production.
• Conduct rigorous back-testing and performance analysis.

Skills

Python programming

Machine Learning

Deep Learning

Research experience

Neural Networks

Education

PhD in ML/CS/Math/Statistics/Physics/Engineering

Tools

TensorFlow

PyTorch

Job description

Quantitative Researcher (Machine Learning) | Equities, Dubai, UAE

Are you completing a PhD and applying cutting-edge Deep Learning techniques to complex real-world problems?

A leading quant team based in Dubai is seeking a Quantitative Researcher to join its growing Equities platform. This opportunity is ideal for PhD graduates with expertise in Machine Learning, Deep Learning, Neural Networks, Reinforcement Learning, or Large-Scale Data Science who are interested in applying research to live systematic trading strategies.

You will work alongside experienced Quantitative Researchers, Traders, and Technologists to develop next‑generation predictive models across global equity markets.

What You'll Be Doing

• Research and develop alpha signals using Machine Learning and Deep Learning techniques.
• Apply Neural Networks, Transformers, Time Series Models, Reinforcement Learning, and other advanced statistical methods to large-scale financial datasets.
• Design and improve predictive models for equity forecasting and systematic investing.
• Analyse alternative and traditional datasets to identify new sources of alpha.
• Collaborate with portfolio managers and engineers to deploy research into production.
• Conduct rigorous back‑testing and performance analysis.

What We're Looking For

• PhD (or soon‑to‑be completed PhD) in Machine Learning, Computer Science, Mathematics, Statistics, Physics, Engineering, or a related quantitative discipline.
• Strong research background involving Deep Learning, Neural Networks, Statistical Learning, AI, or Large‑Scale Modelling.
• Excellent programming skills in Python.
• Experience working with large datasets and developing predictive models.
• Publications across top ML conferences (NeurIPS, ICML, ICLR, AISTATS, IEEE and etc) academic research, or industry projects involving advanced Machine Learning techniques are highly desirable.