Quantitative Researcher - Strategy

Abu Dhabi Investment Council Company; Abu Dhabi; On-site; AED 350,000 - 550,000; Full time

Job summary

Abu Dhabi Investment Council (ADIC) is seeking a Quantitative Researcher to join the Strategy team to support investment processes through quantitative research, model development, and AI-driven solutions.

This role offers the opportunity to contribute to investment decision-making across both public and private markets by developing systematic signals, valuation models, and portfolio construction tools, while working with investment professionals to enhance quantitative capabilities and guide

Qualifications

• Bachelor's degree in a quantitative discipline; Master’s/PhD advantageous
• 5+ years in quantitative research, systematic investing, or related fields
• Experience applying AI/ML to financial datasets and building production-ready tools
• Strong programming skills and ability to develop production-quality code

Responsibilities

• Generate and test alpha signals and factor ideas across asset classes
• Develop valuation models for public and private markets
• Backtest and evaluate quantitative models and systematic strategies
• Build risk models, performance attribution, and investment analytics
• Develop end-to-end quantitative tools from data ingestion to deployment
• Collaborate with Strategy team to deliver research and insights
• Drive AI/ML initiatives to enhance research and investment processes

Skills

Python programming

Time-series analysis

Portfolio optimisation

Communication

Analytical thinking

Education

Bachelor's degree in Finance/Mathematics/Engineering/CS/Statistics/Physics

Master's degree or PhD (advantage)

Tools

SQL

Cloud platforms

Git

scikit-learn

TensorFlow or PyTorch

Job description

ADIC is seeking a Quantitative Researcher to join the Strategy team. The successful candidate will play a key role in supporting ADIC's investment process through quantitative research, model development, and AI-driven solutions.

This role offers the opportunity to contribute to investment decision-making across both public and private markets by developing systematic signals, valuation models, and portfolio construction tools. The successful candidate will work closely with investment professionals across the Strategy team to enhance quantitative capabilities and support the development of innovative investment solutions.

Key Responsibilities

• Generate and test alpha signals and factor ideas across asset classes using statistical and machine learning techniques.
• Conduct quantitative research and develop valuation models across both public and private markets.
• Design, backtest, and evaluate quantitative models, systematic strategies, and portfolio construction frameworks.
• Build and enhance risk models, performance attribution frameworks, and investment analytics.
• Develop end-to-end quantitative tools and applications to support investment workflows, from data ingestion through to deployment.
• Partner with investment professionals across the Strategy team to deliver research, model specifications, and quantitative insights.
• Drive AI and machine learning initiatives, identifying opportunities to enhance research and investment processes.

Experience

• Minimum 5 years of relevant experience in quantitative research, systematic investing, portfolio construction, asset allocation, or investment strategy.
• Experience conducting quantitative research across public markets, with exposure to private markets considered advantageous.
• Proven experience designing, backtesting, and implementing quantitative models or systematic investment strategies.
• Experience applying AI and machine learning techniques to financial datasets and developing production-ready analytical tools.

Education

• Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, Statistics, Physics, or another quantitative discipline.
• Master's degree or PhD is considered a strong advantage.

Technical Skills & Knowledge

• Strong programming skills in Python or another object-oriented language, with experience developing production-quality code.
• Good understanding of quantitative modelling, time-series analysis, factor models, and portfolio optimisation.
• Experience with machine learning frameworks such as scikit-learn, TensorFlow or PyTorch.
• Knowledge of SQL, cloud platforms, and Git-based development practices.
• Strong understanding of financial markets, including equities, fixed income, private markets, and their application to portfolio management and asset allocation.
• Excellent analytical and communication skills, with the ability to present complex quantitative findings to investment stakeholders.