Job Overview
Remote Executive Director of Multiscale Stochastic Finance & Systemic Risk – United Arab Emirates
Location: Remote – UAE (GCC)
Employment Type: Full-Time, Remote
Compensation: Exceptional Base + Performance-Linked Incentives + Equity
Overview:
The UAE seeks a visionary Executive Director of Multiscale Stochastic Finance & Systemic Risk to architect mathematically provable digital finance infrastructures spanning tokenized assets, decentralized settlement protocols, and AI-driven liquidity governance. The role demands the synthesis of measure-theoretic probability, stochastic PDEs, homotopy type theory, category-theoretic financial modeling, and AI-assisted systemic risk orchestration.
Key Responsibilities:
-
Construct multi-agent stochastic partial differential equations to model liquidity dynamics, derivative pricing, and systemic risk across high-dimensional market manifolds.
-
Formalize category-theoretic functors representing relationships between financial instruments, smart contract protocols, and cross-border payment networks.
-
Apply homotopy type theory to verify compositional invariants of distributed ledgers and smart contract architectures.
-
Develop tensor network models and topological data frameworks for counterparty risk, contagion analysis, and network resilience evaluation.
-
Lead a transdisciplinary team of cryptoeconomists, quantitative engineers, and AI researchers, establishing simulation validation, proof-of-concept pipelines, and continuous systemic risk assessment.
Required Expertise:
-
PhD or equivalent in Mathematical Finance, Computational Physics, Applied Category Theory, or Formal Methods.
-
Mastery of Ito/Stratonovich calculus, Lévy processes, nonlinear PDEs, stochastic control, and high-dimensional Monte Carlo methods.
-
Deep experience in blockchain consensus design, smart contract verification, and distributed computation.
-
Proficiency in Python, Julia, Haskell, Rust, C++, and associated quantitative or blockchain libraries.
-
Comprehensive knowledge of UAE Central Bank regulations, cross-border settlements, AML/CFT protocols, and ISO 20022 standards.
Preferred Attributes:
-
Publications in stochastic network theory, algorithmic finance, or formal verification of financial protocols.
-
Demonstrated experience in multi-agent reinforcement learning for systemic risk and liquidity optimization.
-
Ability to operationalize abstract mathematical constructs into deployable fintech systems.
Impact:
Redefine UAE’s digital finance ontology, constructing mathematically coherent, AI-mediated infrastructures that integrate systemic risk management, liquidity orchestration, and decentralized asset governance.
Are you excited about this opportunity?
Don’t miss the chance to make a difference in the fintech and FX industry!
Apply now by clicking on the “Apply Now” button below.
Let’s shape the future of finance together!
#EmploySolutionJobs #FXCareers
#MiddleEastJobs #UAEFinance
#NowHiring #FinancialServices #FXIndustry.
Quick Job application form
