Quantitative Portfolio Manager

TL;DR

Quantitative Portfolio Manager (Systematic Trading): Orchestrating the full research-to-production pipeline for systematic trading strategies with an accent on idea generation, data acquisition, model design, backtesting, deployment, and monitoring. Focus on handling live data issues like latency, survivorship bias, corporate actions, and prioritizing projects impacting Sharpe, drawdown, capacity, and transaction costs.

Full-time relocation to the UAE required with full benefits (incl. family) provided. Open to candidates from Europe, Hong Kong, Singapore, USA.

$400,000-$500,000

Company

Extraordinarily talented systematic research firm in the UAE scaling data research capacity.

What you will do

• Orchestrate research-to-production pipelines for others, from idea generation to live monitoring.
• Set high standards for data quality, documentation, and tooling based on live portfolio experience.
• Prioritize data and research projects with real impact on alpha generation and risk reduction.
• Leverage experience owning PnL to guide strategy improvements.

Requirements

• Have previously built, run, and improved profitable systematic trading strategies from scratch.
• Experience with full pipeline: idea generation, data acquisition, model design, backtesting, deployment, monitoring.
• Familiarity with live data issues: latency, survivorship bias, corporate actions, data revisions.
• Understanding of key metrics: Sharpe, drawdown, capacity, transaction costs.
• Full-time relocation to UAE.

Culture & Benefits

• Full benefits package including family support for relocation.