Quantitative Researcher

Описание

Location: UAE, Dubai
Type: Full-Time - Office-based role in Dubai
Industry: Family Office

About Us
Overbest Middle East is a family office focused on systematic trading strategies in global futures markets (CME group, Eurex, HKEX, etc.). We are now looking for a sharp, skilled and motivated Quantitative Researcher / Systematic Trader to join our trading team.Job Description As a QR/ST, you will be responsible to design, develop, and deploy systematic strategies, conduct model tests (backtest + MC simulations, walk forward validation) with focus on key metrics (Sharpe, Calmar ratios, expectancy), test trading hypotheses, and improve our models / approach. You will work closely with the CEO, backend developer and traders to bring ideas from concept to production. The ideal candidate has a strong background in statistics, data analysis, financial markets, and proficiency in Python.

Key Responsibilities
Develop trading models in Python.
Conduct backtest and walk forward tests, validate hypotheses.
Improve and modify backtesting framework.
Perform statistical analysis to evaluate the performance and robustness of trading strategies.
Optimize strategies using performance metrics.
Continuously improve research tools, libraries, and workflows.
Collaborate with the team members.

Requirements
Strong programming skills in Python with DS libraries like NumPy, pandas, scipy, etc.
Solid understanding of statistical and econometric methods (e.g., hypothesis testing, time series analysis).
Experience designing backtests and working with financial data (bar and tick data).
Solid understanding of financial markets and technical indicators.
Familiarity with asset classes like futures, equities and options.
Familiarity with risk-adjusted performance metrics.
BS/MS/PhD in a quantitative field such as Mathematics, Computer Science, Physics, Engineering, etc.
Ability to work independently and communicate findings clearly.
Required languages - English and Russian.

Preferred Qualifications
Familiarity with custom backtesting engines.
Knowledge of financial markets microstructure.
Exposure to machine learning methods for signal generation is a plus.
Understanding of performance attribution and risk analysis.

What We Offer
Competitive compensation based on experience and performance.
Opportunity to have a direct impact in a small, fast-moving team.