Snr Quant Researcher, Systematic Investment Strategies - Abu Dhabi, United Arab Emirates - Millar Associates

    Millar Associates
    Millar Associates Abu Dhabi, United Arab Emirates

    Found in: One Red Cent EUR eFC C2 - 1 week ago

    Default job background
    Full time
    Description


    Large Investment Manager

    Systematic investing, Signal construction, Aternative Data, Innovation, Machine Learning, Python.

    KEY RESPONSIBILITIES:

    • 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.

    KEY SKILLS & EXPERIENCE:

    • 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