Senior Quant Portfolio Manager - Emerging Markets

Fortis Recruitment; Dubai; On-site; AED 550,000 - 919,000; Full time

Job summary

A leading hedge fund in Dubai is looking for a Senior Quantitative Portfolio Manager to focus on emerging markets. Candidates should have extensive experience managing profitable equity strategies and a strong track record in quant analysis. This is an exciting opportunity to leverage global infrastructure while building a regional franchise with freedom to innovate and grow.

Qualifications

• 5–10+ years of independently managing profitable emerging markets equity strategies.
• Demonstrable track record of Sharpe > 2.0 and consistent $10m+ annual PnL on $250m+ of capital.
• Strong modelling, research and execution capabilities.
• Ambitious, collaborative and seeking a long-term platform to build within.

Responsibilities

• Manage mid-frequency statistical arbitrage and cross-sectional equity alpha models across EM universes.
• Conduct event-driven quant analysis in emerging markets.
• Exploit factor and style premia, leveraging market microstructure-informed alpha.

Job description

Overview

Senior Quantitative Portfolio Manager (Emerging Markets Focus)

An elite, multi-decade hedge fund is building out its systematic and mid-frequency equities platform in the UAE, seeking entrepreneurial Portfolio Managers with a focus on emerging markets to help shape its regional expansion.

This is not a conventional pod environment. The firm’s philosophy is to align resources around the PM’s strategy — offering tailored capital, bespoke risk limits and institutional infrastructure to unlock long-term compounding.

Why consider this opportunity

• Join a newly expanding hub in the UAE, backed by one of the world’s most respected hedge funds
• Leverage global infrastructure while building a regional EM-focused franchise
• Operate within a globally integrated platform, supported by leading quant, data and execution teams
• Benefit from tax efficiency and strategic proximity to key EM markets
• Build your own book with the freedom to innovate, scale and grow over multiple years

Focus areas

• Mid-frequency statistical arbitrage and cross-sectional equity alpha models across EM universes
• Event-driven quant (earnings, corporate actions, index rebalances) in emerging markets
• Factor and style premia exploitation (momentum, valuation, sentiment-based models)
• Market microstructure-informed alpha with multi-day horizons in EM equities

Ideal profile

• 5–10+ years of independently managing profitable emerging markets equity strategies
• Demonstrable track record of Sharpe >
• 2.0 and consistent $10m+ annual PnL on $250m+ of capital
• Strong modelling, research and execution capabilities
• Ambitious, collaborative and seeking a long-term platform to build within

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance

Industries

• Investment Management