وصف الوظيفة
Role Overview
Abu Dhabi Investment Council is seeking a Quantitative Researcher to join the Strategy team. This role is based in Abu Dhabi and offers the opportunity to contribute to investment decision-making across both public and private markets.
Role Purpose
Support ADIC's investment process through quantitative research, model development, and AI-driven solutions. The successful candidate will develop systematic signals, valuation models, and portfolio construction tools while working closely with investment professionals to enhance quantitative capabilities and support innovative investment solutions.
Key Responsibilities
Research & Signal Development
- Generate and test alpha signals and factor ideas across asset classes using statistical and machine learning techniques.
- Conduct quantitative research and develop valuation models across both public and private markets.
Model Development & Implementation
- Design, backtest, and evaluate quantitative models, systematic strategies, and portfolio construction frameworks.
- Develop end-to-end quantitative tools and applications to support investment workflows, from data ingestion through to deployment.
- Build and enhance risk models, performance attribution frameworks, and investment analytics.
Collaboration & Delivery
- Partner with investment professionals across the Strategy team to deliver research, model specifications, and quantitative insights.
- Drive AI and machine learning initiatives, identifying opportunities to enhance research and investment processes.
Qualifications & Experience
- Minimum 5 years of relevant experience in quantitative research, systematic investing, portfolio construction, asset allocation, or investment strategy.
- Proven experience conducting quantitative research across public markets, with exposure to private markets considered advantageous.
- Proven experience designing, backtesting, and implementing quantitative models or systematic investment strategies.
- Experience applying AI and machine learning techniques to financial datasets and developing production-ready analytical tools.
- Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, Statistics, Physics, or another quantitative discipline.
- Master's degree or PhD is considered a strong advantage.
Skills & Competencies
- Strong programming skills in Python or another object-oriented language, with experience developing production-quality code.
- Good understanding of quantitative modelling, time-series analysis, factor models, and portfolio optimisation.
- Experience with machine learning frameworks such as scikit-learn, TensorFlow, or PyTorch.
- Knowledge of SQL, cloud platforms, and Git-based development practices.
- Strong understanding of financial markets, including equities, fixed income, private markets, and their application to portfolio management and asset allocation.
- Excellent analytical and communication skills, with the ability to present complex quantitative findings to investment stakeholders.
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