Quantitative Researcher
Role Overview
Join a small team developing systematic trading strategies for international financial markets.
The role focuses on research and preparing strategies for live trading, not high-frequency trading.
Primary market is US futures, particularly CME-traded instruments, with trading timeframes from minutes to hours.
Backend developers maintain the trading infrastructure, pipeline, and production systems.
Key Skills for This Role
Full Job Posting
Role overview
Join a small team developing systematic trading strategies for international financial markets.
The role focuses on research and preparing strategies for live trading, not high-frequency trading.
Primary market is US futures, particularly CME-traded instruments, with trading timeframes from minutes to hours.
Backend developers maintain the trading infrastructure, pipeline, and production systems.
Responsibilities
- Develop and evaluate trading hypotheses and systematic models using historical and live market data.
- Implement Python research prototypes and conduct backtests, out-of-sample and walk-forward validation, and Monte Carlo or bootstrap testing.
- Test robustness across parameters, data samples, and market regimes; identify and mitigate overfitting and backtesting biases.
- Account for costs, slippage, liquidity, turnover, execution constraints, and risk-adjusted performance measures.
- Prepare strategy logic, parameters, constraints, risk management, and expected behavior for deployment; work with backend developers on live integration.
- Analyze strategy performance and results.
Requirements
- Practical quantitative research, algorithmic trading, or systematic trading experience is required.
- Experience developing, validating, or deploying strategies in US futures markets is required; CME instrument experience is a strong advantage.
- Strong statistics, probability, financial time series, and hypothesis-testing knowledge, plus Python and quantitative research libraries, are required.
- Candidates must understand futures contract specifications, expiration, rollover, liquidity, margin, and trading sessions.
- Candidates must assess backtests, strategy robustness, risk, live feasibility, transaction costs, slippage, and execution limitations.
- Candidates must be able to independently conduct reproducible research and distinguish robust strategies from overoptimized backtests.
- Live trading, custom research frameworks, market microstructure, performance attribution, cryptocurrency trading, or machine learning experience is advantageous.
Working hours
- The role is scheduled for 8 hours per day.
Work arrangement
- The role is on-site in Dubai, UAE, and relocation is mandatory.
Compensation
- Compensation is described as competitive and based on experience and performance; no amount or payment cadence is provided.
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