High Street Resources

Quant Researcher & Trader

Quantitative Research +1Confirmed live in the last 24 hours

Full-timeDubai - United Arab EmiratesNo salary listedIn-person

About the Job

Requirements

A Master of Science or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative discipline.
Five to eight or more years of experience in quantitative research or systematic trading environments.
Strong programming skills in Python.
Working knowledge of C++ is preferred.
A strong foundation in probability, statistics, optimization, and time-series modeling.
Experience working with market data at scale.

Responsibilities

Develop predictive trading signals using statistical modeling and machine learning techniques.
Conduct market microstructure research using tick-level and order-book datasets.
Design and test systematic strategies across equities, futures, or derivatives.
Analyze signal decay, feature stability, and regime sensitivity.
Build scalable backtesting pipelines for strategy evaluation.
Perform robustness testing across multiple market regimes.
Detect overfitting risks and improve model generalization.
Evaluate transaction costs, slippage, and liquidity effects.
Improve execution logic and inventory management models.
Support enhancements to quoting strategies in electronic markets.
Collaborate with engineers to deploy production-ready signals.
Optimize latency-sensitive components where required.
Work alongside traders to refine strategy hypotheses.
Partner with engineering teams on implementation workflows.
Contribute to internal research tools and analytics frameworks.

Desired Qualifications

Working knowledge of C++.

Quant Researcher & Trader

High Street Resources · Dubai, United Arab Emirates · Full-time · Posted 2026-03-24

Workplace: on_site

Description

About the Role

A trading firm is seeking a mid-to-senior Quant Researcher to develop and optimize systematic trading strategies across exchange-traded markets. This role focuses on extracting predictive signals from market data, improving execution logic, and contributing to production-grade algorithmic trading systems in a low-latency environment.

Key Responsibilities

Alpha & Signal Research

- Develop predictive trading signals using statistical modeling and machine learning techniques

- Conduct market microstructure research using tick-level and order-book datasets

- Design and test systematic strategies across equities, futures, or derivatives

- Analyze signal decay, feature stability, and regime sensitivity

Backtesting & Validation

- Build scalable back testing pipelines for strategy evaluation

- Perform robustness testing across multiple market regimes

- Detect overfitting risks and improve model generalization

- Evaluate transaction costs, slippage, and liquidity effects

Execution Optimization

- Improve execution logic and inventory management models

- Support enhancements to quoting strategies in electronic markets

- Collaborate with engineers to deploy production-ready signals

- Optimize latency-sensitive components where required

Cross-Team Collaboration

- Work alongside traders to refine strategy hypotheses

- Partner with engineering teams on implementation workflows

- Contribute to internal research tools and analytics frameworks

Requirements

MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related quantitative discipline

- 5–8+ years experience in quantitative research or systematic trading environments

- Strong programming skills in Python

- Working knowledge of C++ preferred

- Strong foundation in probability, statistics, optimization, and time-series modeling

- Experience working with market data at scale

Apply

Apply at High Street Resources

About the Company

High Street Resources

Company size: Not listed
Company stage: Not listed
Total funding: Not listed
Headquarters: Not listed
Founded: Not listed

Recently Posted Jobs

Explore more opportunities at High Street Resources

See more jobs