Quantitative Analyst (Fully Remote)

Compensation:

USD $130,000 per annum + up to 15% Performance Bonus

Total Annual Package:

Up to USD $149,500

Location:

Remote

We are seeking a

Quantitative Analys t to join our data-driven research team focused on leveraging alternative data and sentiment analysis for market insights. This role emphasizes in-depth quantitative research, model development, and rigorous backtesting of signals to drive actionable strategies. The ideal candidate will have a passion for financial markets and expertise in transforming raw data into clear, data-informed insights

This position is remote, with the option to work from our Dubai office (with 0% income tax), if preferred (relocation and visa sponsorship support available

Key Responsibiliti es: Hedge Fu

nds:Conduct comprehensive quantitative analysis of hedge fund returns, risk metrics, and factor exposures to evaluate manager skill and strategy persist

enceDevelop and maintain proprietary analytical frameworks to decompose hedge fund performance, identify style drift, and assess risk-adjusted returns across market cy

clesPerform detailed attribution analysis to validate managers' stated investment processes and verify alignment with reported res

ultsBuild and maintain risk factor models to evaluate strategy correlations, beta exposures, and potential portfolio overlaps across our manager univ

erseAnalyze portfolio-level characteristics including liquidity profiles, position-level concentration, and counterparty expos

uresProvide quantitative support to the CIO for manager evaluation and ongoing monito

ringCreate detailed analytical reports for the investment committee, synthesizing complex quantitative findings into actionable insi

Other Asset Cla

sses:Acquire, clean, and normalize various alternative datasets (e.g., sentiment, social media, and ESG sou

rces)Develop and refine predictive models and signals using time-series analysis, statistical modeling, and machine learning

erningCreate robust backtesting frameworks to evaluate model performance and incorporate transaction cost or market i

mpactBuild and monitor risk models, conduct stress testing under different market scen

ariosDocument and present research findings, methodologies, and performance metrics to stakeho

Required Qualifications

ations Master's degree in Finance, Economics, Mathematics, Computer Science, Engineering, Financial Engineering, Statistics, or a related quantitative field (re

quired)3+ years of experience in quantitative research, data science, or analytics within a leading financial institution (e.g., top-tier investment bank, asset manager, hedge fund, or proprietary tradin

g firm)Proven track record of building and validating quantitative models in real-world market enviro

nments.Proficiency in Python for data analysis (pandas, numpy, scipy) and modeling (statsmodels, scikit-

learn).Experience with databases (SQL or NoSQL) and large-scale data processing fram

eworks.Familiarity with statistical techniques (time-series analysis, regression, factor modeling, signal proce

ssing).Solid understanding of financial market structure, pricing, and liq

uidity.Knowledge of key asset classes (equities, fixed income, or deriva

tives).Candidates must have completed all academic programs; those currently enrolled in part-time or full-time degree programs (e.g., part-time Master's, MPhil, PhD coursework) are not e

Preferred Qualif

ications PhD in a quantitative field (Financial Engineering, Statistics, or

similar).Experience analyzing sentiment or alternative data (news feeds, social media, ES

G, etc.).Background in machine learning, deep learning, or NLP for financial for

ecasting.Familiarity with cloud computing environments (AWS, GCP, or Azure) for large-scale data pr

ocessing.Experience with portfolio optimization, risk analytics, or factor i

#J-18808-Ljbffr