Quantitative Researcher, Factor Investing, Middle Eastern SWF - Role based in the GCC

Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Quantitative Research Manager into their Factor & Index Equities team, with a core focus on developing and enhancing Factor strategies

Responsibilities:

• Lead quantitative research to design, test and implement systematic factor-based equity strategies across global markets
• Build, maintain and expand the team’s factor library, including definition, construction, validation and ongoing performance monitoring of factors and signals
• Perform advanced statistical analysis on large financial datasets to identify trends, relationships and return drivers to support portfolio construction and risk management
• Develop and enhance financial models, back tests and research tools to support the team’s investment process
• Prepare and interpret detailed factor, style and performance attribution reports, communicating insights to portfolio managers and senior stakeholders
• Partner with technology teams to improve data pipelines, research infrastructure and modelling frameworks

Requirements:

• 10+ years of experience in Quantitative Research/Strategies, ideally within Global Asset Managers, Pension Funds, Sovereign Wealth Funds, Endowments or other institutional investors
• Deep expertise in factor investing, systematic equity strategies, and quantitative portfolio construction
• 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