Senior Data Scientist (Quantitative) - VP /SVP/Lead / Senior Associate / Associate, depending on experience

About This Role

Our client, one of leading global institutional investor, is expanding its systematic investment and data capabilities. We’re partnering with them to hire a Quantitative Developer (Data) to sit at the intersection of large-scale data engineering, quantitative research, and production trading systems.

This is not a back-office IT role. You’ll build the data infrastructure that directly powers alpha generation and portfolio decisions across global markets.

Level: VP /SVP/Lead / Senior Associate / Associate, depending on experience

What You’ll Build & Own

• Design, build, and optimize high-performance data pipelines for market, fundamental, alternative, and reference data at petabyte scale
• Develop Python/C++ libraries and APIs used by quant researchers and portfolio managers for strategy research and live trading
• Architect real-time and batch data platforms with low-latency requirements and 99.99% reliability
• Implement data quality, lineage, and governance frameworks critical for investment decisions
• Collaborate with Quant Researchers to productionize signals, backtesting frameworks, and portfolio construction tools
• Drive automation of data onboarding, normalization, and feature generation across asset classes

What You Bring

Must-haves:

• Experience in quantitative development, data engineering, or software engineering within hedge funds, asset management, prop trading, or top-tier fintech
• Expert-level Python and strong C++ or Java for performance-critical systems
• Deep experience with time-series databases: KDB+/q, ArcticDB, InfluxDB, or similar
• Hands-on with distributed computing: Spark, Dask, Ray, or Flink
• Strong understanding of market data, financial instruments, and quant research workflows
• Experience building production systems on Linux with DevOps: Git, CI/CD, Docker, K8s
• Bachelor’s/Master’s/PhD in Computer Science, Math, Physics, Engineering, or related quantitative field

Nice-to-haves:

• Exposure to cloud: AWS/GCP/Azure at scale
• Knowledge of statistical modeling, machine learning, or optimization libraries
• Experience with tick data, order book reconstruction, or alternative datasets
• Low-latency programming and hardware optimization

Why Join Our Client

• Impact: Your code ships to production and influences multi-billion dollar portfolios
• Scale: Work with some of the largest, cleanest financial datasets in the world
• Talent: Collaborate with PhDs, former FAANG engineers, and top-tier quants
• Compensation: Top-quartile base + performance bonus + long-term incentives. Tax-free income in UAE
• Benefits: Relocation support, family visa, premium healthcare, education allowance, 30+ days annual leave
• Growth: Clear path to Staff/Principal Quant Dev or move into Quant Research