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- Collaborate closely with data curation specialists, feature analysts, & strategy developers to validate investment strategies & algorithm toolkits.
- Design and execute experiments to confirm causal connections in investment strategies utilising alternative data and highly innovative approaches
- Uncover latent relationships within complex datasets, drawing on your proficiency in quant methodologies.
- Develop robust theoretical frameworks that underpin those strategies, aligning with market dynamics and trends.
- Rigorously test hypotheses and refine theories based on empirical evidence and analysis outcomes.
- Transform research findings into compelling data narratives, communicating insights to both technical and non-technical stakeholders.
- 5-20 years' experience in quant research, gained at a large Asset Manager or a HF running systematic strategies (not UHF), utilising alternative data and highly innovative approaches
- Strong knowledge of of financial markets, trading strategies, and investment theories.
- Published research papers or contributions to relevant research communities.
- Strong expertise in advanced statistical techniques, experimental design, quant methodologies.
- Strong Python
- Master's or PhD in a quantitative discipline (e.g. Maths, Stats, Physics, Econometrics, Machine Learning, or similar).
- Also interested in CTA experience where you are strong in the risk premia, to which advanced mathematical techniques are applied throughout the process
Snr Quant Researcher, Systematic Investment Strategies - Abu Dhabi, United Arab Emirates - Millar Associates
Description
Large Investment Manager
Systematic investing, Signal construction, Aternative Data, Innovation, Machine Learning, Python.
KEY RESPONSIBILITIES:
KEY SKILLS & EXPERIENCE: