Senior Quantitative Researcher Systematic Equities

Anson McCade; Dubai; On-site; AED 120,000 - 200,000; Full time

Job summary

A leading global hedge fund in Dubai is looking for a Senior Quantitative Researcher to develop and implement systematic trading strategies. This role requires a robust background in quantitative disciplines and programming skills in Python or C++. The candidate will manage strategy development from generation to deployment and contribute to a high-performance team. Competitive compensation and a collaborative culture are offered.

Benefits

Access to a market-leading trading platform

Collaboration with senior quants globally

Performance-based compensation

Qualifications

• Track record of developing profitable systematic cash equities strategies.
• Strong academic background in mathematics, physics, or related fields.
• Exceptional programming skills in Python or C++.

Responsibilities

• Develop and implement cash equities strategies focused on alpha generation.
• Conduct research to identify trading signals.
• Manage the lifecycle of strategy development from ideation to deployment.

Skills

Quantitative research

Statistical modeling

Machine learning

Programming (Python, C++)

Market microstructure knowledge

Education

Degree in quantitative discipline

Job description

Overview

My client, a leading global hedge fund, is seeking a Senior Quantitative Researcher to join its expanding Dubai office. This is an outstanding opportunity for an experienced quant to contribute to a world-class, collaborative platform and to leverage a market-leading trading infrastructure.

Responsibilities

• Develop and implement systematic strategies in cash equities with a focus on alpha generation.
• Conduct research across diverse datasets to identify robust and scalable trading signals.
• Manage the full lifecycle of strategy development, from idea generation and backtesting to live deployment.
• Collaborate closely with portfolio managers, technologists, and other senior researchers in a highly collegial environment.
• Take direct responsibility for PnL generation and ongoing strategy optimization.

Requirements

• Demonstrable track record of developing and running profitable systematic cash equities strategies.
• Strong academic background in a quantitative discipline (e.g., mathematics, physics, statistics, computer science, financial engineering).
• Deep understanding of market microstructure and equities data.
• Expertise in statistical modeling, machine learning, or advanced quantitative research techniques.
• Exceptional programming skills (Python, C++, or similar).
• Entrepreneurial mindset with the ability to thrive in a fast-paced, collaborative, and performance-driven environment.

Why Join?

• Access to a market-leading trading platform and world-class infrastructure.
• A culture that values collaboration among senior quants across global offices.
• Highly competitive compensation and performance-based rewards.

The chance to make a significant impact in Dubai, a fast-growing hub for global trading.