Durlston Partners

Data Scientist – Finance Applications – Financial Services Firm – UAE – Up to $180k base

A UAE based financial services firm are looking for a skilled Data Scientist with a passion for finance and AI to join an innovative and expanding team. The selected candidate will be at the forefront of refining large language model (LLM) outputs for financial applications, ensuring that the generated content is accurate.

The base pay for the role ranges up to $180k p.a. and there is an on-site requirement (5 days per week) in their UAE office.

Key Responsibilities:

• Oversee and enhance quality control systems for financial content generated by LLMs
• Develop quality metrics to evaluate the effectiveness and consistency of model-generated content
• Design and implement data pipelines for processing and analysing financial data
• Work closely with cross-functional teams to improve model performance, ensuring higher precision and relevance in financial contexts
• Apply domain expertise to enhance the financial knowledge representation in AI outputs
• Collaborate in an agile, technical environment with data scientists, engineers, and finance experts

Key Requirements:

• Bachelor’s degree in Finance, Computer Science, Economics (Macro), or a related field
• 2+ years of experience in finance, data science, or a related field
• Strong grasp of macroeconomics, financial markets, and investment principles
• Proficiency in Python programming and experience with data manipulation libraries (such as pandas) is a must
• Ability to design and implement efficient data pipelines and processing workflows
• Strong problem-solving and analytical skills
• Ability to articulate complex financial concepts clearly and effectively to both technical and non-technical teams

Preferred Requirements:

• Experience within the financial services industry (e.g., brokerage firms, investment funds, or banking) – in lieu of finance experience, a strong background in macroeconomics is required
• Research or consulting background with a focus on finance
• Knowledge of large language models (LLMs) and AI/ML optimization techniques (fine-tuning and architecture)
• Familiarity with natural language processing (NLP) and machine learning algorithms
• Master’s degree in a relevant field is a plus

What You’ll Get:

• Opportunity to work at the intersection of cutting-edge AI and finance
• A collaborative, tech-driven environment with like-minded professionals
• Room for growth and the chance to shape the future of financial AI applications

Exclusive Opportunity – Work Directly with the Founder

We are working directly with the founder of a well-known hedge fund to hire a Senior Portfolio Manager (PM) for Systematic Equities. This is a unique opportunity to lead a large, high-performing team and drive systematic alpha generation within a well-capitalized, institutionally backed platform.

For the right candidate, this opportunity may include a Separately Managed Account (SMA) structure, allowing for independent capital deployment while leveraging the firm’s best-in-class infrastructure, execution, and operational support.

The Role

This role is ideal for a senior-level Portfolio Manager with a strong track record in systematic equities and proven experience in managing large teams. You will oversee alpha research, portfolio construction, risk management, and execution strategies across global equity markets.

As a key hire working directly with the founder, you will have the opportunity to shape the next phase of systematic equity investing at one of the industry’s most respected firms.

Key Responsibilities

• Develop and scale systematic equity strategies (market-neutral, statistical arbitrage, factor investing, intraday/mid-frequency trading).
• Lead and manage a large team of quant researchers, traders, and engineers, ensuring a culture of innovation and performance.
• Oversee portfolio construction, risk management, and execution algorithms, optimizing for return stability and scalability.
• Utilize alternative datasets, deep learning, and machine learning models to enhance alpha generation.
• Deploy strategies globally, ensuring efficient capital allocation across regions and instruments.
• Manage and optimize execution algorithms to reduce trading costs and improve implementation efficiency.
• Potential to run a Separately Managed Account (SMA) for independent capital deployment while benefiting from the firm’s infrastructure.
• Collaborate directly with the founder and senior leadership to drive strategic initiatives.

Ideal Candidate Profile

• 10+ years of experience in systematic equity portfolio management at a hedge fund, asset manager, or proprietary trading firm.
• Proven track record of generating strong risk-adjusted returns (Sharpe 2.0+ over multiple years).
• Experience managing and scaling a high-performing team (10+ quants, traders, engineers).
• Expertise in quantitative modeling, portfolio optimization, and execution strategies.
• Proficiency in programming (Python, C++, R) and experience with cloud computing, distributed systems, and alternative datasets.
• Deep understanding of market microstructure, factor-based strategies, and portfolio risk management.
• Ability to operate independently within an SMA structure, efficiently managing capital and research initiatives.

Why This Opportunity?

• Direct access to the founder of a top-tier hedge fund, offering unparalleled strategic influence.
• Significant capital allocation with potential for a Separately Managed Account (SMA) structure.
• Full autonomy to build and scale a team, backed by world-class infrastructure and execution capabilities.
• Access to institutional-quality data, technology, and research resources.
• Highly competitive compensation package (base + PnL-based profit-sharing).
• A long-term institutional commitment to systematic equity investing, providing stability and scalability.

Next Steps

If you are an experienced Portfolio Manager with a strong track record in systematic equities and are looking for an opportunity to run a large team or manage an SMA within a leading hedge fund, apply now to discuss this exclusive opportunity.

Looking for Finance Data Scientist for a discreet fund in the UAE, sitting at the intersection of AI and Investment.

This position is dedicated to refining and enhancing outputs from large language models (LLMs) for financial applications, ensuring that the content is accurate, coherent, and logically consistent.

Key Responsibilities

• Oversee and enhance the quality control processes for financial content generated by LLMs
• Create and implement data pipelines for the processing and analysis of financial text data
• Work closely with the algorithm team to improve model performance and accuracy
• Provide domain expertise to enhance the representation of financial knowledge in LLM outputs
• Develop and apply quality metrics to assess model outputs
• Engage in development cycles and knowledge-sharing sessions with technical teams

Required Qualifications

• Bachelor’s degree in Finance, Economics, Computer Science, or a related discipline. Masters is a plus.
• 2+ years of professional experience in finance (funds, banks, fintech etc) or data science firms for finance.
• Strong grasp of macroeconomics, financial markets, and investment principles
• Experience with Python programming, particularly with pandas and data processing libraries
• Experience with machine learning libraries and frameworks
• Understanding of financial data sources and APIs
• Capability to design and implement data pipelines and workflows effectively
• Exceptional analytical and problem-solving abilities
• Strong communication skills with the ability to convey complex financial concepts clearly

Preferred Qualifications

• Familiarity with LLM fine-tuning and optimisation techniques
• Knowledge of NLP methods

Durlston Partners is collaborating with a pioneering Quant Trading firm in their search for an experienced Research Engineer who excels in solving large-scale numerical and computational problems.

In this role, you’ll work closely with the Research Team to deliver scalable solutions for their research infrastructure and facilitate the deployment of new models in live trading. The firm leverages cutting-edge statistical and machine-learning techniques to improve the research process and create novel algorithms for signals prediction.

In addition to offering an intellectually stimulating environment, this firm is renowned for providing highly competitive compensation packages that truly reward talent and commitment.

The role is open in both Chicago or London.

Responsibilities:

• Collaborate with research and technology teams to investigate novel research ideas, assess them through large-scale experiments, and develop scientific libraries to disseminate these discoveries and methodologies.
• Build the tools and engines that propel their platforms and models into live trading scenarios.
• Evolve to independently conceive, test, develop, and oversee research projects and processes.

Requirements:

• Expertise in Python and C++
• Track-record of solving large parallel computational problems
• Strong numeracy skills and mathematical background
• Experience building software in quantitative trading environments is beneficial, but also open to candidates outside of industry (Big Tech, AI, self-driving, etc..).
• Excellent software development practices
• Stellar academic background in a STEM field

We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.