Full Time

Remote Executive Director of Multi-Scale Stochastic Financial Systems

  • Remote
  • Specialism : Executive Director of Multi-Scale Stochastic Financial Systems
  • Post Date: October 27, 2025
  • Expires In : 91 Days
  • Apply Before: January 27, 2026
Job Overview

Remote Executive Director of Multi-Scale Stochastic Financial Systems – United Arab Emirates

Location: Remote – UAE (GCC)

Employment Type: Full-Time, Remote

Compensation: Exceptional Base + Performance-Based Incentives + Equity Options

Overview:

The UAE seeks a visionary Executive Director of Multi-Scale Stochastic Financial Systems to architect provably coherent, mathematically rigorous digital finance infrastructures bridging high-dimensional stochastic dynamics, homotopy-theoretic financial models, and AI-driven predictive governance. This individual will design nested multi-agent financial simulations, formalized risk ontologies, and cross-market arbitrage mechanisms that are simultaneously algorithmically optimal, computationally tractable, and regulatory compliant.

Key Responsibilities:

  • Architect nested stochastic differential systems (Ito, Stratonovich, and Lévy processes) for real-time multi-asset pricing, derivative replication, and liquidity flow forecasting.

  • Develop category-theoretic abstractions and functorial models linking tokenized instruments, decentralized exchange networks, and automated settlement protocols.

  • Implement homotopy type theory for financial contract verification, ensuring provable invariants and compositional correctness across distributed ledgers.

  • Construct ontologically coherent knowledge graphs that encode counterparties, regulatory rules, capital dependencies, and systemic risk metrics.

  • Lead a transdisciplinary team of quantitative engineers, cryptoeconomists, and AI scientists, establishing rigorous proof-of-concept pipelines, simulation validation, and dynamic risk scoring systems.

Required Expertise:

  • PhD or equivalent experience in Mathematical Finance, Computational Physics, Applied Category Theory, or Formal Methods in Computer Science.

  • Deep mastery of measure-theoretic probability, high-dimensional stochastic simulation, and nonlinear PDEs for financial modeling.

  • Proficiency in Python, Julia, Haskell, C++, and Rust, with expertise in quantitative libraries, blockchain SDKs, and distributed computation frameworks.

  • Comprehensive understanding of UAE Central Bank fintech regulations, cross-border payment systems, AML/CFT, and ISO 20022 settlement protocols.

Preferred Attributes:

  • Publications in algorithmic finance, applied homotopy theory, or stochastic network analysis.

  • Experience with multi-agent reinforcement learning for market simulation and liquidity optimization.

  • Ability to translate highly abstract mathematical constructs into operational, scalable fintech architectures.

Why This Role:

Lead the creation of the UAE’s most mathematically and ontologically coherent fintech ecosystem, redefining systemic risk management, digital asset governance, and AI-driven liquidity orchestration across the GCC.

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.

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