A top-performing systematic equities team within a global multi-manager hedge fund is looking to hire a Python Quant Developer to join their new and rapidly growing Dubai office. This is a high-impact role, sitting directly with Portfolio Managers and Quant Researchers to build, optimize, and scale production-level infrastructure across the investment process.
Key responsibilities
- Core Infrastructure: Design and develop robust, scalable systems for signal research, alpha modeling, portfolio construction, and trade execution.
- Tooling & Automation: Build tools to automate data ingestion, backtesting pipelines, and performance reporting across global cash equities.
- Collaborative Development: Work closely with PMs, Quant Researchers, and Data Engineers in a fast-paced, collaborative pod environment.
- Production Systems: Own deployment and maintenance of research models and execution workflows in a live trading environment.
- Innovation Focus: Proactively suggest and implement improvements to system architecture, latency, and reliability.
Required experience & skills
- 3+ years of experience in a hedge fund, proprietary trading firm, or top-tier bank, supporting systematic trading teams.
- Expert-level proficiency in Python (including NumPy, Pandas, and other scientific computing libraries).
- Strong understanding of cash equities market data and trading workflows.
- Familiarity with backtesting frameworks and cloud-based or containerized environments (AWS, Docker, etc.).
- Experience working closely with PMs/Quants on the research-to-production pipeline.
- STEM degree from a top university (Computer Science, Engineering, Mathematics, Physics, etc.).
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