Quantitative Trader; Systematic Trading

Fin Rise DMCC; Dubai; In loco; AED 600.000 - 900.000; Tempo pieno

Descrizione del lavoro

Fin Rise DMCC in Dubai seeks a quantitative researcher to design and implement new systematic trading strategies. You will develop alphas from diverse data, validate models, and work with the team on the full research cycle from idea to execution.

The ideal candidate has an MS/PhD in Financial Mathematics, Statistics, AI or related fields, 5+ years in quantitative investment research, strong programming skills, and excellent communication abilities; HPC or NLP exposure is a plus.

Competenze

• MS/PhD in a technical discipline with a focus on Financial Mathematics, Statistics, Artificial Intelligence or related fields.
• 5+ years’ experience in quantitative investment research in Medium Frequency Equity Trading and/or Equity Markets is required.
• Excellent written and verbal communication skills to report research results/methodologies required.

Mansioni

• Research, design and implement new quantitative trading strategies.
• Generate alphas from a variety of traditional and alternative data sets using rigorous statistical methods.
• Back-test and validate proposed models using the team’s research infrastructure.

Conoscenze

Quantitative research

Programming

Data analysis

Communication skills

Statistical methods

Formazione

MS/PhD in Financial Mathematics / Statistics / AI

Strumenti

HPC

Descrizione del lavoro

Fin Rise DMCC is a diversified, technology-led principal trading firm. We trade our own capital at our own risk, across a broad range of asset classes, instruments and strategies, in markets around the world. we work together to solve interesting problems and capture opportunities. It’s a place of high expectations, deep curiosity, and constant collaboration, with some of the smartest, most passionate people you’ll meet.

The Team:

You will join a quantitative trading team managing systematic equity strategies. The team focuses on non-latency sensitive investment opportunities across geographies. The team is responsible for the complete lifecycle of quantitative investment process; research, development, and trading of systematic strategies. The team strongly emphasizes cutting-edge innovative scientific research, and is looking to add an individual who is enthusiastic about contributing within a team environment.

Responsibilities:

The main responsibility of the role will be to research, design and implement new quantitative trading strategies. This will entail generating alphas from a variety of traditional and alternative data sets using rigorous statistical methods. To be successful in this role, the ideal candidate will need to build a deep understanding of the underlying data sets and be able to apply the latest scientific algorithms for statistical model development. The candidate will use the team’s custom research infrastructure for simulation, back-testing, and validation of the proposed models.

Qualifications:

The ideal candidate will be excited about working in a collaborative team environment, with an emphasis on team performance. We also require the following:

• MS/PhD in a technical discipline with a focus on Financial Mathematics, Statistics, Artificial Intelligence or related fields
• 5+ years’ experience in quantitative investment research in Medium Frequency Equity Trading and/or Equity Markets is required
• Excellent written and verbal communication skills to report research results/methodologies required
• Research publications focused on equities trading, or articles in top-tier Journals focusing on any of the above topics is a plus
• Strong programming skills with the ability to explore large datasets required
• Exposure to High-Performance Computing and/or Natural Language Processing is a plus