Quantitative Researcher

A leading multi-strategy investment firm is seeking a Quantitative Researcher to join a high-performing systematic equities team in Dubai, United Arab Emirates. This is a front-office opportunity focused on the research, development and implementation of data-driven investment strategies across global equity markets. Connect with Point One to explore this exciting role!

Looking for a Quantitative Researcher at Point One - Hedge Fund Talent in Dubai, United Arab Emirates? This role focuses on the day-to-day work of a Quantitative Researcher.

A leading multi-strategy investment firm is seeking a Quantitative Researcher to join a high-performing systematic equities team. This is a front-office opportunity focused on the research, development and implementation of data-driven investment strategies across global equity m

Company Overview

Point One is a premier global hedge fund talent business specializing in connecting outstanding candidates with elite hedge funds. With deep industry knowledge and a reputation for trustworthiness, Point One operates across global talent markets including New York, Chicago, London, Geneva, Paris, Dublin, United Arab Emirates, Hong Kong, Singapore, and Sydney.

Quick Details

• Salary Range: Not Specified
• Job Type: Full-time
• Experience: 2 Year+
• Qualifications: Bachelors Degree

Key Responsibilities

• Research and develop quantitative signals and alpha factors across global equity markets.
• Analyze large-scale market, fundamental and alternative datasets to identify investment opportunities.
• Design, test and refine systematic investment strategies using robust quantitative methodologies.
• Conduct statistical analysis and backtesting to evaluate the predictive power of signals and models.
• Partner closely with Portfolio Managers to generate actionable investment insights.
• Contribute to portfolio construction, risk management and performance attribution processes.
• Develop and maintain research tools, analytical frameworks and data infrastructure.
• Evaluate new datasets, modelling approaches and machine learning techniques to enhance research capabilities.
• Monitor live strategies and investigate drivers of portfolio performance.
• Collaborate with researchers, engineers and investment professionals to improve the overall investment process.

Requirements

• 2-8 years of experience within quantitative research, systematic equities, statistical arbitrage or a related investment strategy.
• Open to exceptional PhD/Postdoctoral candidates with backgrounds in Machine Learning, AI, Statistics, Mathematics, Physics or Computer Science.
• Candidates from leading technology and AI research organisations with expertise in neural networks and advanced modelling techniques are also encouraged to apply.
• Experienced Quantitative Researchers with a strong academic background and track record of alpha generation within systematic equities are of particular interest.
• Strong understanding of statistics, probability, data analysis and quantitative modelling.
• Advanced Python programming skills and experience working with large datasets.
• Experience developing and evaluating predictive signals or systematic investment strategies.
• Excellent analytical, problem-solving and communication skills.

Benefits

• Significant exposure to investment decision-making within a collaborative, research-intensive environment.
• Opportunity to work with a high-performing systematic equities team.
• A culture that values innovation, intellectual curiosity and rigorous analytical thinking.
• Connect with leading hedge funds globally.