Работа в Москве, вакансия - Quantitative Researcher • Москва - id389

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.