Quantitative Strategist

Our client, a prestigious sovereign investment institution located in Abu Dhabi is looking for a Quantitative Strategist with deep experience across balance sheet modelling, treasury, and securities finance. Working in a siloed, high-autonomy team under global leadership, you’ll drive research and development of multi-asset allocation models with a particular focus on quant manager evaluation and strategic optimisation.

Responsibilities:

• Collaborate with senior leadership to build and scale quantitative frameworks and tools across fixed income, equity, and other asset classes.
• Develop and industrialise proof-of-concept models (Python and Axiom) initiated by the team lead.
• Research and select external quantitative managers—this is the only team with a dedicated mandate for manager selection across the organisation.
• Contribute to holistic balance sheet optimisation using cutting-edge modelling techniques.

Requirements:

• 5–10 years of experience in asset management or related fields.
• Strong programming skills in Python (Axiom knowledge is a plus).
• Deep understanding of Treasury, Securities Finance, or Balance Sheet modelling.
• Bonus: Experience in portfolio construction, multi-asset allocation, or quant strategy evaluation.

Due to the increased applications for this role, we apologise that you may not get a response unless you fit the criteria.

At our company, we prioritise equity throughout the entire recruitment process. We are committed to ensuring fairness and equal opportunities for all candidates. If there is anything we can do to make the process more accessible to you, please don’t hesitate to let us know.