Job Description:
The Quantitative Research Specialist in Qurain develops statistical and mathematical models for asset pricing, risk management, and algorithmic trading. The specialist works within investment teams to design backtests, conduct scenario analyses, and develop predictive analytics tools.
This role demands strong programming skills and deep knowledge of econometrics and statistical modeling. The specialist may work with both structured and unstructured data across multiple asset classes.
Job Requirement:
PhD or Master’s in Quantitative Finance, Mathematics, or a related field
Proficiency in Python, R, C++, or MATLAB
3–5 years of experience in quantitative modeling or research
Strong statistical and mathematical foundation
Familiarity with financial markets and data feeds
Ability to collaborate in fast-paced, high-performance environments
