We are seeking a highly motivated quantitative researcher to join our Investment Management & Research group, focussing on MENA Equities. You will play a key role in researching, developing and operating our equities strategies in the region, partnering with portfolio managers, researchers, and technology to build and optimise the full strategy lifecycle – from research and back testing to live trading and risk management.

You will spend an initial period of approximately 6 months working in our London office before relocating to our office in Abu Dhabi.

Your responsibilities will include:

• Conduct in-depth research to identify alpha-generating strategies in MENA equity markets
• Research and back test systematic trading signals
• Collaborate closely with portfolio managers, researchers and technologists to develop trading infrastructure and strategies
• Monitor, analyse and report on strategy performance

What we are looking for: 

• 3+ years of experience working in a systematic equity trading environment
• Proficiency in data analysis and programming, preferably using Python and key libraries such as Pandas and NumPy
• Exceptional understanding of signal research and portfolio construction
• Strong communication skills with the ability to work in a distributed and collaborative research environment.

As an AI Researcher at Vatic Labs in Abu Dhabi, you will research and develop innovative AI-driven quantitative trading strategies. You will explore vast amounts of market and alternative data, inventing and applying a new generation of state-of-the-art technologies that are inspired by large language models, deep neural networks, transformers, and advanced prompt engineering methods to discover and capitalize on trading opportunities.

The nature of the problems we work on is challenging, hence we hire some of the world's top AI talent to develop novel AI methods and trading strategies. Our team of talented researchers and technologists has been recognized as leaders in their field. Our distinguished researchers have been widely cited for their publications in top-tier, peer-reviewed scientific journals. We are passionate about hiring the best and the brightest, empowering them with the tools and mentorship needed to be successful. Our environment is highly collaborative and open, sharing AI and trading expertise across team members and fostering innovation and growth.

If you possess all or most of the following, we would love to explore what is available for you with our team:

• Earned or will earn a Master’s or Ph.D. in a quantitative field, such as Computer Science, Electrical and Computer Engineering, Applied Math, Statistics, Quantitative Finance, Cognitive Science, Physics or another field of science.
• Experience analyzing large data sets with rigorous statistical and ML/AI approaches, including classification, clustering, regression (linear and nonlinear), optimization, signal processing, filtering and smoothing, time-series analysis, hidden Markov models, high-dimensional data analysis, vector quantization, decision tree methods, EM methods, Bayesian methods, variational inference methods, and neural networks.
• Demonstration of deep knowledge of large language models and deep neural networks for practical applications (e.g. NLP, vision, speech, signal processing, scientific computing, finance, etc). Finance applications preferred but not necessary.
• Ability to generate impactful research in academic or professional pursuits.
• Advanced understanding and experience of practical programming languages and software tools for data analysis and ML/AI applications, such as Python, C++, PyTorch, Tensorflow, etc.
• Interest and enthusiasm for learning about financial markets (previous experience not required).

At Vatic, we’re serious about our work—but we also believe in balance, growth, and having fun along the way. Here’s what you can expect:

• Flat structure with direct executive exposure – Work closely with leadership and make an impact from day one.
• Comprehensive health benefits – Full health insurance coverage for employees and dependents.
• Daily meals provided – Enjoy free lunch at the office.

• Design, implement, and own end-to-end ETL/ELT pipelines (batch and streaming) from ingestion to feature delivery.
• Model financial datasets and define schemas, partitioning, indexing, and SLAs for analytical and real-time use cases.
• Operate and optimize OLTP/OLAP, search, and vector stores; tune performance, cost, and reliability.
• Build data quality checks, lineage, and observability; automate testing and deployment of pipelines.
• Collaborate with Quant/AI teams to productionize new data sources and features.

• Advanced SQL; strong experience with MySQL and PostgreSQL.
• Proficient with non-relational and vector databases: MongoDB, Elasticsearch, Chroma (or similar).
• Production experience with data layers on AWS / Azure / GCP (e.g., S3/GCS/ADLS, Redshift/BigQuery/Synapse, Glue/Dataproc/Data Factory).
• Have built ETL/ELT pipelines end-to-end (orchestrated, monitored, and supported in production).
• Familiar with financial data schemas and data modeling (tick/trade/quote, fundamentals, alternative data, vendor formats).

At Vatic, we’re serious about our work—but we also believe in balance, growth, and having fun along the way. Here’s what you can expect:

• Flat structure with direct executive exposure – Work closely with leadership and make an impact from day one.
• Comprehensive health benefits – Full health insurance coverage for employees and dependents.
• Daily meals provided – Enjoy free lunch at the office.

As a Quantitative Researcher at Vatic, you will research and develop innovative quantitative strategies. You’ll explore large-scale market data, applying novel machine learning and artificial intelligence methods to discover and capitalize on trading opportunities. The problems are challenging; we hire top talent, empower them with tools and mentorship, and foster a highly collaborative, open environment. Our researchers are recognized leaders whose work is widely cited in top-tier, peer-reviewed journals.

What You’ll Do

·      Formulate and test hypotheses on vast, multi-modal market datasets.
·      Build and evaluate ML/AI models (e.g., classification, clustering, regression) to identify alpha.
·      Design robust research pipelines and backtests; iterate from idea → signal → portfolio contribution.
·      Collaborate with engineers to productionize strategies and improve research tooling.Required Qualifications
·      PhD or Master’s (earned or in progress) in Computer Science, Statistics, Mathematics, Electrical Engineering, Physics, or related fields.
·      Relevant industry experience, or experience as a Postdoc/Faculty in a scientific lab.
·      Proven ability to analyze large datasets with rigorous ML/AI approaches.
·      Demonstrated ability to generate impactful research (academic or professional).
·      Deep knowledge of time-series analysis.
·      Advanced proficiency in a numerical language; Python (NumPy/SciPy stack) preferred.
·      Exposure to C++ or a related compiled language.
·      Interest in financial markets.Nice to Have
·      Experience with portfolio construction, risk modeling, and transaction cost analysis.
·      Familiarity with distributed computing frameworks and research workflow tooling.
·      Publications or open-source contributions in ML/stats or related areas.What We Value
·      First-principles thinking, high ownership, and a bias for rigorous experimentation.
·      Clear communication and collaboration across research and engineering.
·      Curiosity, humility, and continuous learning.

At Vatic, we’re serious about our work—but we also believe in balance, growth, and having fun along the way. Here’s what you can expect:

• Flat structure with direct executive exposure – Work closely with leadership and make an impact from day one.
• Comprehensive health benefits – Full health insurance coverage for employees and dependents.
• Daily meals provided – Enjoy free lunch at the office.