Quant Macro Portfolio Manager

🏢 Global Corporation
📍 Abu Dhabi, United Arab EmiratesFull-timeOn-site
📅 Posted: 2mo ago🔄 Updated: 2mo ago
CV%
✨ AI Summary
A senior quantitative investment professional is sought to develop and manage advanced trading strategies for digital assets and traditional financial instruments, including crypto, FX, equities, commodities, rates, and indices derivatives. The role involves generating alpha signals using quantitative, statistical, and machine learning techniques, actively managing portfolio risk, and collaborating with execution and trading teams. Mentoring junior researchers is also a key responsibility.
Required Skills
Information Technology
PythonMachine Learning
Soft Skills & Professional Competencies
Data AnalysisResearch
Science & Research
Statistical ModelingOptimizationTime Series Analysis
Business, Sales & Management
Risk Management
Requirements
Requires a Masters or PhD in a quantitative field, with a minimum of 8 years of experience in quantitative or systematic investment roles. Proficiency in Python and data analysis libraries is essential. Advanced skills in portfolio optimization, time series analysis, and risk management techniques are necessary, along with a proven track record with a Sharpe ratio of 1.5+.
Description
Job description / Role Job Type Full Time Job Location Abu Dhabi, UAE Nationality Any Nationality Salary Not Specified Gender Not Specified Arabic Fluency Not Specified Job Function Investment Management Company Industry Finance, Investment & Asset Management Role summary A senior quantitative investment professional responsible for developing and managing advanced trading strategies across multiple financial instruments, with a focus on digital assets and derivatives. Key responsibilities Develop and manage trading strategies for digital assets and traditional financial instruments including crypto, FX, equities, commodities, rates, and indices derivatives. Generate and evaluate alpha signals using advanced quantitative, statistical, and machine learning techniques. Actively manage portfolio risk through real-time performance evaluation and robust risk control implementation. Collaborate with execution, trading, and infrastructure teams to enhance research and production environments. Mentor junior researchers and contribute to firm-wide research initiatives. Required qualifications Masters or PhD in a quantitative field (mathematics, statistics, computer science, physics, financial engineering). Minimum 8 years experience in quantitative or systematic investment roles. Proficiency in Python and data analysis libraries. Comprehensive research process expertise including methodology development, data collection, analysis, testing, prototyping, and performance monitoring. Advanced skills in portfolio optimization, time series analysis, and risk management techniques. Proven track record with Sharpe ratio of 1.5+ Apply Now
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🎯 Overalli74%
⚡ Skillsi85%
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Ontology Match: 85.0
Matched:✓ Requirements Matching✓ Ontology Skills Mapping
📜 Eligibilityi49%
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Local: 19600%
🏗️ Career Fiti91%
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Seniority: 91.0
📋 Requirementsi67%
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Domain: 67.0
🔥 Motivationi78%
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Title Fit: 78.00