I am working with a $20bn collaborative hedge fund expanding their ML driven equities business in Dubai, more information below.
Key Responsibilities:
- Develop and apply state-of-the-art machine learning techniques to identify patterns and trends in financial markets.
- Collaborate with domain experts to explore, clean, and preprocess large-scale structured and unstructured datasets.
- Build and backtest systematic trading strategies, ensuring robustness and scalability.
- Conduct research into novel methodologies, keeping the fund at the forefront of ML innovation.
- Communicate findings and recommendations clearly to technical and non-technical stakeholders.
Qualifications:
- PhD in a quantitative discipline (e.g., Computer Science, Mathematics, Physics, Statistics, or related field).
- Strong programming skills in Python, R, or C++ with experience in ML frameworks (TensorFlow, PyTorch, Scikit-learn, etc.).
- Proficiency in statistical analysis and optimization techniques.
- 2+ years in quantitative research, data science, or a related field, ideally within finance.
- Ability to frame complex problems in a systematic way and propose innovative solutions.
- Excellent collaboration skills, with a commitment to a team-first mindset.
If there is any interest, please apply directly or reach out to me on harry.moore(at)selbyjennings.com
