Job Overview

Remote Chief Architect of Digital Wealth Intelligence, Tokenized Asset Custody & Quantitative Portfolio Analytics — Oman

Location: Fully Remote — Focused on Oman’s private wealth digitization trajectory

Seniority: Chief Architect / Quantitative Strategy Lead

Employment Type: Full-Time

Role Mandate

This role governs the computational intelligence powering digital wealth advisory platforms, integrating tokenized multi-asset classes, risk decomposition models, machine-regulated suitability scoring, and synthetic rebalancing engines. You will shape the digital core that empowers high-net-worth and institutional investors across Oman.

Platform Engineering Responsibilities

• Design multi-factor quantitative portfolio engines employing factor-based decomposition, factor timing overlays, and risk-regime switching models.

• Construct tokenized asset classification schemas (real estate tokens, yield-bearing instruments, fractionalized debt tranches) governed by digital custodial policies.

• Engineer MPC-backed custody flows for cryptographic private key distribution with tamper-resistant audit surfaces.

• Deploy predictive suitability scoring using clustering algorithms, behavioral preference vectors, and liquidity preference heat-mapping.

Risk Governance Duties

• Develop VaR-based risk overlays, CVaR sensitivity surfaces, and stress simulation layers measuring geopolitical volatility propagation.

• Implement automated drift-correction rebalancing mechanisms triggered by volatility turbulence and market microstructure anomalies.

AI-Driven Portfolio Insight Layers

• Integrate reinforcement learning agents discovering optimal rebalancing patterns under transaction cost constraints.

• Apply graph neural networks to detect asset class contagion channels under liquidity fragmentation events.

Customer Experience Personalization

• Engineer persona-adaptive advisory dashboards with scenario-based outcome visualization.

• Implement rational choice modeling to infer utility curves influencing investor risk appetite adaptations.

Data Governance & Observability

• Deploy policy engines for model explainability, fairness constraints, and risk drift detection.

• Establish data lineage, immutable transaction journaling, and audit-grade cryptographic indexing.

Preferred Background

• 10+ years shaping digital wealth platforms, quant infrastructure, or multi-asset advisory frameworks.

• Graduate specialization in Quantitative Finance, Financial Engineering, or Computational Econometrics.

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