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Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms with High-Calibre Quant Talent | Speed to Market & Quality A global multi-strategy trading firm is expanding its Quant Research presence in Dubai. The team runs multi-asset systematic and semi-systematic strategies across equities, volatility, and index-related products, backed by institutional infrastructure and a collaborative, research-driven culture. Key ResponsibilitiesResearch, design, and implement alpha models across equity volatility and index rebalancing universes. Build and enhance datasets, backtesting frameworks, and signal validation pipelines. Partner with engineering to productionize research and streamline execution workflows. Contribute to portfolio construction, risk management, and capital allocation discussions.Skills & Experience3–10 years’ experience as a Quant Researcher or Strategist on the buy-side or sell-side. Strong knowledge of equity derivatives, index rebalancing dynamics, or volatility modeling. Proficiency in Python (C++ a plus), with experience handling large datasets and building research infrastructure. Deep understanding of market microstructure, execution cost modeling, and signal decay. Advanced degree (MSc/PhD) in a quantitative field — Mathematics, Physics, Computer Science, or similar. Entrepreneurial mindset and interest in working in a lean, growing regional hub.💡 This role offers the chance to own research, shape strategy direction, and work directly with senior PMs in a fast-growing global platform. If you’re looking to be part of a high-performing, data-driven environment in Dubai, we’d like to hear from you. Job DetailsSeniority Level: Mid-Senior level Employment Type: Full-time Job Function: Finance Industries: Investment Management, Investment Banking, Capital Markets#J-18808-Ljbffr