Join a prestigious global hedge fund in Dubai, known for its dynamic and innovative investment strategies. The firm leverages cutting-edge technology and machine learning models to capitalize on market inefficiencies and generate superior returns across multiple asset classes.
As a Machine Learning (ML) Driven Quantitative Portfolio Manager, you will be responsible for developing and managing systematic trading strategies using advanced machine learning techniques. You will lead the design, development, and implementation of models to drive alpha generation, focusing on global markets.

Key Responsibilities:
- Design and develop ML-driven quantitative models to identify trading opportunities across various asset classes (equities, fixed income, FX, etc.).
- Collaborate with the data science and research teams to source, clean, and analyze large datasets for model development.
- Engage with cross-functional teams to enhance the infrastructure and tools supporting the portfolio.
Key Requirements:
- Proven experience as a Quantitative Portfolio Manager or Senior Quantitative Researcher, with a focus on machine learning models in live trading. as a Quantitative Portfolio Manager or Senior Quantitative Researcher, with a focus on machine learning models in live trading.
- Strong background in machine learning, including deep learning, neural networks, and natural language processing (NLP).
- Advanced programming skills in Python, R, or C++ with extensive experience in using ML libraries (e.g., TensorFlow, PyTorch, scikit-learn).
- Excellent understanding of financial markets, with a focus on systematic trading strategies.
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