Job Overview
Remote Executive Director of Multiscale Algorithmic Finance – United Arab Emirates
Location: Remote – UAE (GCC)
Employment Type: Full-Time, Remote
Compensation: Exceptional Base + Performance Incentives + Equity
Overview:
The UAE seeks a visionary Executive Director of Multiscale Algorithmic Finance to architect provably coherent, ontologically precise financial infrastructures that combine high-dimensional stochastic dynamics, decentralized settlement protocols, and AI-mediated systemic governance. The candidate will formalize digital asset hierarchies, capital flow morphisms, and regulatory ontologies while ensuring operational scalability, mathematical rigor, and automated compliance.
Key Responsibilities:
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Design multi-agent stochastic PDE models to simulate liquidity propagation, derivative pricing, counterparty risk, and systemic shocks across financial networks.
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Implement category-theoretic abstractions to represent inter-instrument relationships, smart contract functors, and cross-border payment morphisms.
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Apply homotopy type theory to verify compositional invariants in smart contracts and distributed ledgers.
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Construct tensor network representations and topological models to evaluate contagion effects, network resilience, and systemic exposure.
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Lead a transdisciplinary team of cryptoeconomists, quantitative engineers, and AI scientists, establishing simulation validation, proof-of-concept pipelines, and continuous systemic risk assessment.
Required Expertise:
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PhD or equivalent in Mathematical Finance, Computational Physics, Formal Methods, or Applied Category Theory.
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Mastery of Ito/Stratonovich calculus, Lévy processes, stochastic control theory, nonlinear PDEs, and high-dimensional Monte Carlo simulations.
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Expertise in blockchain protocol design, smart contract formal verification, and distributed computation.
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Proficiency in Python, Julia, Haskell, Rust, and C++ for quantitative finance and blockchain applications.
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Deep knowledge of UAE Central Bank regulations, cross-border settlements, AML/CFT protocols, and ISO 20022 standards.
Preferred Attributes:
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Publications in stochastic network theory, algorithmic finance, or formal verification of financial protocols.
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Experience in multi-agent reinforcement learning for systemic risk simulation and liquidity optimization.
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Ability to translate abstract mathematical constructs into operational fintech systems.
Impact:
Shape the UAE’s most mathematically coherent and ontologically rigorous digital finance ecosystem, integrating AI-driven liquidity management, systemic risk governance, and decentralized capital orchestration.
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