Quantitative Developer

Role Overview

We are seeking a seasoned Quantitative Developer to join a prestigious Abu Dhabi-based sovereign wealth fund and investment management firm. This role involves crafting and sustaining the technological infrastructure that underpins systematic investment strategies, portfolio analytics, and extensive data-driven decision-making processes.

Core Responsibilities

• Develop and maintain the main quantitative platform including backtesting frameworks, signal generation mechanisms, and portfolio optimization tools.
• Create internal APIs, libraries, and utilities supporting research and investment teams.
• Construct and manage extensive data infrastructures encompassing market, fundamental, and alternative datasets.
• Preserve data quality, traceability, and consistency throughout research and production environments.
• Convert research codes into dependable, scalable, and thoroughly tested production-grade systems.
• Enforce strict protocols for model deployment, version control, and change oversight.
• Enhance performance of computation-heavy tasks through vectorization, parallel processing, and GPU utilization where applicable.
• Improve research productivity by refining iteration velocity, reproducibility, and tooling.
• Set up continuous integration/delivery pipelines, automated testing frameworks, and monitoring systems for quantitative models.
• Contribute to coding best practices, documentation efforts, and continuously advance platform quality.
• Prepare and deliver project progress updates and dashboards for executive leadership and steering committees.
• Oversee supplier engagements including cloud vendors and consulting partnerships, ensuring fulfillment of contracts and commitments.
• Lead workshops and requirements gathering sessions involving technical and business stakeholders.

Experience and Educational Background

• Minimum 10 years of experience as a quantitative developer or engineer at notable investment management entities such as hedge funds, proprietary trading firms, sovereign wealth funds, or investment banks.
• Advanced proficiency in Python coupled with a solid foundation in software engineering principles.
• Skilled in SQL and time-series databases such as kdb+, ClickHouse, or equivalents.
• Hands-on experience with cloud services (AWS, Azure, GCP), containerization technologies (Docker, Kubernetes), and continuous integration/deployment systems.
• Familiarity with C++, Rust, or distributed computing frameworks (Spark, Dask, Ray) is a plus.
• Comprehensive understanding of financial markets with preferred exposure to systematic investment approaches.
• Master’s degree in Computer Science, Mathematics, Physics, or a closely related quantitative field.