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Quantitative Researcher

Gravitas Recruitment Group (Global) Ltd

Saudi Arabia

On-site

SAR 120,000 - 180,000

Full time

30+ days ago

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Job summary

An established industry player is seeking a talented quantitative researcher to develop and implement trading models across diverse asset classes, including equities and cryptocurrency. This role involves applying advanced statistical methods and machine learning techniques to identify predictive signals and build robust backtesting frameworks. The ideal candidate will possess a strong academic background in quantitative fields, along with hands-on experience in developing profitable trading strategies. Join this dynamic team to contribute to innovative trading solutions in a fast-paced environment.

Qualifications

  • PhD or Masters in a quantitative field is essential.
  • 1+ years of experience in quantitative research is required.

Responsibilities

  • Develop and implement quantitative trading models across various asset classes.
  • Analyze large datasets to extract actionable insights.

Skills

Quantitative Research
Statistical Modeling
Machine Learning
Data Analysis
Python
C++
Rust

Education

PhD in Quantitative Field
Masters in Quantitative Field

Tools

NumPy
pandas
scikit-learn

Job description

Responsibilities:

  • Research, develop, and implement quantitative trading models across asset classes, e.g., equities, futures, crypto, etc.
  • Apply statistical methods, machine learning, and econometric techniques to identify predictive signals.
  • Clean, process, and analyze large datasets (tick data, alternative data, etc.) to extract actionable insights.
  • Build robust backtesting frameworks to evaluate strategy performance and risk metrics.
  • Monitor live strategies, analyze P&L attribution, and refine models to adapt to evolving market regimes.

Requirements:

  • PhD/Masters in Quantitative Field, e.g., Mathematics, Physics, Computer Science, Financial Engineering.
  • 1+ years of hands-on experience in quantitative research within specific markets, HFT, macro, etc.
  • Proven track record in developing profitable trading strategies.
  • Proficiency in Python (NumPy, pandas, scikit-learn) and/or C++/Rust for high-performance computing.
  • Deep knowledge of statistical modeling time series analysis, Bayesian methods, ML
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