Quantitative Researcher

About This Role

The Opportunity

Non-Negotiable Requirements

• Master's degree minimum in a quantitative discipline Mathematics, Statistics, Physics, Computer Science, Financial Engineering, Econometrics, or equivalent. PhD strongly preferred.
• 5+ years of professional experience in quantitative research at a systematic hedge fund, proprietary trading firm, or quantitative asset manager.
• Demonstrable track record of strategies that went live and generated P&L. Not just research production.
• Strong command of time-series analysis, statistical modelling, factor modelling, and machine learning applied to financial data.
• Rigorous understanding of backtesting methodology walk-forward validation, regime testing, transaction cost modelling, slippage assumptions, and the 1,000 ways a backtest can lie to you.
• Experience with multiple asset classes not just single-name equities.

This is a founding-level Quantitative Researcher hire for a well-capitalised Middle Eastern investment firm building out a systematic trading capability from the ground up.

The mandate is broad, the capital is patient, and the infrastructure is being architected to institutional-grade standards. This is not a back-office research support role this is a front-line, P&L-attached seat with direct influence over strategy design, signal generation, and portfolio construction across global markets.

The firm is making a deliberate bet on quantitative, data-driven investing as a core pillar of its long-term AUM growth. The successful candidate will shape the research agenda, define the tech stack, and build the team beneath them over time. For the right person, this is a career-defining move: the chance to architect a systematic franchise with serious capital backing and minimal legacy constraints.

What You Will Own

Alpha Research & Signal Development Design, develop, and implement systematic trading strategies across asset classes including equities, futures, FX, and commodities. Full lifecycle ownership from hypothesis generation through backtesting, simulation, and live deployment. Identify novel alpha signals using statistical, econometric, and machine learning techniques applied to structured and alternative datasets.

Portfolio Construction & Risk Build and refine portfolio construction frameworks that optimise for risk-adjusted returns. Integrate transaction cost models, capacity constraints, and regime-awareness into allocation logic. Work closely with risk and execution to ensure strategies survive real-world market microstructure.

Data & Infrastructure Collaboration Partner with engineering to define data pipelines, feature stores, and research tooling. Evaluate and onboard alternative data vendors. Establish a rigorous, reproducible research framework version-controlled, well-documented, and built for scale.

Research Culture & Team Build-Out Set the bar for research quality, intellectual rigour, and process discipline. As the platform scales, recruit and mentor junior researchers. Instil a culture of hypothesis-driven experimentation, robust out-of-sample testing, and healthy scepticism toward overfitting.

Strategic Input Contribute to firm-level investment committee discussions. Advise on market selection, capacity deployment, and new strategy verticals. This seat carries influence well beyond its immediate research remit.

What Separates Good From Great

• Experience building a research function or team from scratch, not just operating within an existing one.
• Hands-on work with alternative data satellite, NLP/sentiment, web-scraped, geolocation, credit card panels.
• Prior exposure to execution algorithms, market microstructure , and the gap between theoretical and realised Sharpe.
• Published research or contributions to the quantitative finance community.
• Familiarity with Middle Eastern and emerging market data environments understanding what's available, what's noisy, and what's missing.
• Experience at a recognised systematic firm: Two Sigma, DE Shaw, Citadel/CCMG, AQR, Man Numeric, WorldQuant, Winton, Marshall Wace Systematic, Jump, or equivalent.

What The Firm Offers

• Greenfield mandate shape the systematic platform from day one with minimal bureaucracy.
• Significant capital allocation this is not a research sandbox; strategies that perform get funded aggressively.
• Top-tier compensation base, bonus, and co-investment structures designed to compete with NYC/London offers, plus zero income tax (UAE).
• Relocation support full package including housing, schooling, visa sponsorship, and travel.
• Technology investment cloud-native infrastructure, institutional-grade data, and budget to build best-in-class tooling.
• Long-term horizon sovereign-adjacent capital with a multi-decade investment thesis; no quarterly redemption pressure.

Who This Is For

This role is for a researcher who has earned their stripes at a top-tier systematic firm and is now looking for something with more ownership, more upside, and more impact than another senior researcher seat in a 200-person quant team. You want to build, not maintain. You're comfortable with ambiguity, energised by a blank canvas, and confident enough in your process to bet your career on it.