Quantitative Researcher, Factor & Index Equities, Sovereign Wealth Fund - Role based in GCC

Delta Executive Search
City of London
1 day ago
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Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Quantitative Researcher into their Factor & Index Equities team


Responsibilities:

  • Conduct quantitative research and analysis to develop financial models and identify investment opportunities
  • Perform statistical analysis on financial data to identify trends, correlations, and patterns that will provide actionable insights for investment strategies
  • Prepare, analyse, and interpret advanced quantitative and statistical analysis such as factor and style reports
  • Develop and enhance financial models, back tests and research tools to support the team’s investment process
  • Partner with technology teams to improve data pipelines, research infrastructure and modelling frameworks


Requirements:

  • 10+ years of experience in Quantitative Research, ideally within Tier 1 Investment Banks, Global Asset Managers, Sovereign Wealth Funds, or other institutional investors
  • Deep expertise in factor investing, systematic equity strategies, and quantitative portfolio construction, with exposure to machine-learning techniques for signal generation and alpha research
  • Strong programming skills in Python with the ability to write production-quality research code
  • Experience building or maintaining factor libraries, signal research platforms or systematic equity models
  • Strong statistical and econometric skills, with hands-on experience working with large datasets
  • Master’s or PhD in a quantitative discipline (e.g., Financial Engineering, Mathematics, Statistics, Computer Science, Physics) preferred

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