Description

Systematic Portfolio Manager - Relocation to Oman
Location: Muscat, Oman
Employer: Growing Investment Management Firm
We're seeking a talented Systematic Portfolio Manager, who is open to relocating to Oman to join a rapidly expanding investment management firm. This is a high-impact role for someone who wants real ownership, fast responsibility, and the opportunity to build and run systematic portfolios in a dynamic, entrepreneurial environment.
Role Overview
As a Systematic Portfolio Manager, you will take immediate responsibility for several live sub-portfolios, transitioning them to fully systematic oversight within the first three months. You will lead research, development, deployment, and ongoing management of data-driven investment systems, working closely with the CIO and broader investment team.
Key Responsibilities
• Take over and systematize multiple existing sub-portfolios within 3 months, including signal integration, risk controls, and performance analytics.

• Lead full-cycle development of quantimental investment systems-from hypothesis and empirical testing to production deployment.

• Build modular, production-quality Python codebases using modern analytics, ML, and statistical tools.

• Conduct research across econometrics, machine learning (RF, XGBoost, feature engineering), and regime-based modelling.

• Identify and manage modelling risks including lookahead bias, data leakage, overfitting, slippage, and market-impact effects.

• Design, test, and oversee multi-system, multi-regime strategies for real portfolio implementation.

• Work directly with the CIO on strategy refinement, validation, and portfolio construction.

• Produce and communicate regular strategy updates across digital channels (email, dashboards, WhatsApp Business, etc.).

• Manage digital distribution lists, product access links, and ensure smooth communication with internal/external stakeholders.

• Partner with Sales, Marketing, and Compliance to ensure materials meet brand, regulatory, and client standards.

Qualifications & Experience
• Strong academic background in mathematics, statistics, quantitative finance, engineering, computer science, or related fields.

• Demonstrated ability to take ownership of live portfolios and deploy systematic strategies quickly-ideally with experience stepping into portfolio responsibility on tight timelines.

• Minimum 2+ years of experience in quantitative research or systematic portfolio management within asset management, hedge funds, or proprietary trading.

Technical Skills
• Advanced Python engineering skills with experience building modular, maintainable research and production systems (NumPy, pandas, scikit-learn, XGBoost, statsmodels, plotting libraries, MLOps utilities).

• Strong knowledge of backtesting frameworks, walk-forward and rolling-window testing, and model-validation best practices.

• Practical experience managing model bias, operational risk, and research-to-production transitions.

• Equities experience preferred; strong candidates from macro, FX, fixed income, or commodities backgrounds will also be considered.