Quantitative Researcher Development Expert

1 week ago


Abu Dhabi, Abu Dhabi, United Arab Emirates Linked4HR Human Resources Consultancies LLC Full time

Quantitative Researcher Development Expert Quantitative Researcher Development ExpertWe have been exclusively retained by one of our prestigious clients based in UAE specializing in Investment Financial Services and Technology to identify Quantitative Researchers and Developers.

This is an onsite opportunity for Quantitative Researchers and Developers Open to all Nationalities.

Job Description:
A PhD in technology physics mathematics or similar.
Previous exposure as a Quantitative Researcher or Developer in Financial Services/ Investments is a must.

All teams work collaboratively in research and/or production squads to implement research prototypes (FA SD T PO) and production applications (DC D PI/E).


Data Curation Key responsibilities:
manage vendors and data trialscatalogue onboard & ingest raw data and assess data qualitystructure frozen and live datasets for statistical analysis and production

Feature Analysis Key responsibilities:
explore and identify statistical patterns including model specificationdetermine the most important features and apply explainable AI techniquesisolate interaction effects and estimate generalization errorspropose a falsifiable theory as to why an opportunity exists and is likely to continuedevelop an investment algorithm that monetizes the opportunityassess the profitability of the algorithm under various regimes/scenariosTesting Key responsibilitiespeerreview research and assess the probability of a false discoveryensure research documentation is complete accurate and reproducibleindependently assess the profitability of the investment algorithmvalidation of the causeeffect mechanism proposedcontrol for multiple testingDeployment Key responsibilities:productionize all mathematical prototypes developed and compute target positionsreproduce and accept the prototype delivered by researchdevelop scientific code and create reusable software applications out of prototypesensure that production software delivers the output intended by the research prototypecompute target positions using live data and predetermined allocations and constraintsconduct graduation through paper trading and into live tradingcalculate risk and performance attribution (outofsample)monitor strategy performance and calculate strategy allocationsexecuting the trades to shift the current portfolio towards the target portfoliominimize execution cost impact delay and other riskscoordinate the booking and reconciliation of tradesadministration maintenance and operation of production servicessecuring and monitoring research and production systemsenabling secured access to confidential informationwriting and maintaining core generalpurpose software that can be used as the foundations of research prototypes and production applications

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