Ajman Science & Technology Job Listings

ML Researcher (Time Series / Signals)63369923123457110

Workable

ML Researcher (Time Series / Signals)

We are a prop-trading company that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies, and working with us means not just advancing technology, but also being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential. We’re looking for a Quantitative Researcher with a strong background in machine learning and time series modeling to join our team. What You’ll Be Doing: Researching, developing, and deploying cutting-edge machine learning models for forecasting complex, high-dimensional time series — from market signals to macroeconomic indicators and alternative data. Building ML pipelines from scratch: data ingestion, feature processing, modeling, calibration, and monitoring. Designing custom validation and testing approaches for non-stationary data, including regime shift detection and adversarial evaluation. Working with large-scale data sources — tick-level, satellite, transactional, web-scraped — and transforming them into structured features. Collaborating with quants and engineers to integrate ML models into real-world investment processes. Contributing to strategic research initiatives, including causal inference, representation learning, and attention-based models for time series. Requirements Experience: 4–8 years of work experience, ideally a mix of academia and industry. Publications at top AI venues (NeurIPS, ICLR, ICML) in the fields of Time Series or Signal Learning. Experience building models that forecast market or alternative signals, macroeconomics, commodities, or sentiment. Participation in building an ML research culture: internal toolkits, mentorship, and open science practices. Skills & Education: Expertise in deep learning for time series: Temporal Fusion Transformers, DeepAR, N-BEATS, PatchTST. Knowledge of causal inference and counterfactual reasoning for time series. Experience in multi-modal learning (time series + tabular data + text). Proficiency with the ML stack: PyTorch, HuggingFace, DVC, Docker, etc. Skills in model validation for non-iid data: custom cross-validation strategies, regime-aware data splits. Ability to build end-to-end ML pipelines — from data ingestion to production inference. Master’s degree or PhD in a quantitative field (Physics, Mathematics, Computer Science, or related areas). Languages: Russian, English. Nice to have: Understanding of option pricing models, hedging. Experience with C++ or Rust. Ability to communicate technical ideas to diverse audiences, including non-technical stakeholders. Benefits Culture of Innovation: An open, dynamic, and inclusive environment where your ideas matter. Flexibility & Impact: Enjoy the freedom of a startup with the backing of a well-resourced fund. High Impact: Work directly on projects that shape strategies and drive the fund’s success. 35 Days of Vacation – Plenty of time to rest and recharge. 100% Paid Sick Leave – Recover without financial worries. Top-Tier Equipment – Choose the tools that suit you best (within budget). Corporate Psychologist – Mental health support when you need it.

Dubai - United Arab Emirates

Negotiable Salary

Research Lead - Mid-Frequency Trading (MFT)63360085577217111

Workable

Research Lead - Mid-Frequency Trading (MFT)

Role Overview: We are seeking a Quant Research Lead with deep expertise in mid-frequency systematic trading. You will be responsible for end-to-end research, development, and deployment of MFT strategies on crypto derivatives markets. Key Responsibilities: Research, design, and develop systematic mid-frequency trading strategies. Build and manage models from scratch — including alpha research, signal generation, backtesting, portfolio construction, and risk management. Collaborate closely with engineering and trading teams for efficient execution and scaling of strategies. Monitor live trading performance, adapt to market dynamics, and continuously optimize strategies. Requirements 5–10 years of experience in quantitative research/trading, specifically in systematic mid-frequency trading Track record of building strategies independently from ideation to production. Expert-level programming skills (Python, C++, R or similar). Solid understanding of market microstructure, quantitative research methods, alpha modeling, and execution systems.

Dubai - United Arab Emirates

Negotiable Salary

Quantitative Trader (Prop Trading)63360038634883112

Workable

Quantitative Trader (Prop Trading)

We are a prop-trading company that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies, and working with us means not just advancing technology, but also being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential. We are looking for an experienced specialist with proven experience in Quantitative Research, including intraday trading. What You’ll Be Doing: Designing and scaling strategies across various investment decision horizons — from seconds to several days Generating ideas based on analysis of market microstructure, correlations, behavioral patterns, and inefficiencies Proposing and improving tools for backtesting, cross-validation, risk management, and PnL analysis Contributing to the development and fine-tuning of execution infrastructure, including order routing, slippage models, and latency sensitivity Continuously adapting strategies to changes in market conditions and exchange infrastructure Running fast iteration cycles: generate → test → deploy → refine (with structured post-mortems) Requirements Experience: 2–5 years of experience at a prop trading firm or internal quant desk Proven track record running live strategies with AUM > $1M or Sharpe > 2.0 on real accounts Ownership of a complete alpha or tech stack — from idea generation to execution Hands-on experience working with real-time data feeds, tick data, and low-latency infrastructure Skills & Education: Expertise in high-frequency or medium-frequency alpha generation Solid understanding of market microstructure, latency arbitrage, and order book dynamics Experience with real-time strategy automation and risk controls Strong coding skills in C++ or Rust and Python, with the ability to write production-grade low-latency code Proficiency in feature engineering and signal combination to maximize information ratio (IR) Experience with backtesting frameworks — either in-house or open-source (e.g., bt, Zipline, or others) Master’s or PhD in a quantitative field such as Physics, Mathematics, Computer Science, or a related discipline. Languages: Russian, English. Nice to have: Understanding of options pricing models Experience with machine learning, deep learning, or reinforcement learning (ML/DL/RL) techniques Strong communication skills, with the ability to explain complex technical ideas to both technical and non-technical stakeholders. Benefits Culture of Innovation: An open, dynamic, and inclusive environment where your ideas matter. Flexibility & Impact: Enjoy the freedom of a startup with the backing of a well-resourced fund. High Impact: Work directly on projects that shape strategies and drive the fund’s success. 35 Days of Vacation – Plenty of time to rest and recharge. 100% Paid Sick Leave – Recover without financial worries. Top-Tier Equipment – Choose the tools that suit you best (within budget). Corporate Psychologist – Mental health support when you need it.

Dubai - United Arab Emirates

Negotiable Salary