Public Markets Research Analyst US & Global Equities
Position Title Public Markets Research Analyst — US & Global Equities Location Doha, Qatar Employment Type Full-Time Reports To Principal / Head of Investments

About the Role
We are seeking a Public Markets Research Analyst to lead research and idea generation across US and global equities for a private family office’s public markets allocation. The role blends fundamental equity research with quantitative/systematic methods, and requires working knowledge of fund vehicles (ETFs, mutual funds, hedge funds) for both direct security selection and light manager due diligence. The ideal candidate brings process discipline from a quantitative hedge fund, asset manager, or institutional research background, adapted to a lean, principal-led environment.
Key Responsibilities
Conduct fundamental and quantitative research on US and global equities; maintain a coverage list / idea pipeline Build and maintain financial models — DCF, comparables, scenario/sensitivity analysis — for individual securities and sectors Apply quantitative techniques (factor screening, backtesting, mean-variance/portfolio optimization) to support security selection and portfolio construction Track and evaluate third-party fund vehicles (ETFs, mutual funds, hedge funds) relevant to the family office’s public markets exposure, including basic manager due diligence Monitor macro developments, sector rotation, and thematic trends in global equities and translate them into actionable views Prepare concise investment notes, research memos, and recommendations for the principal Monitor portfolio performance, attribution, and risk metrics against relevant benchmarks Use data platforms (Bloomberg, Capital IQ, Fact Set, Visible Alpha, or similar) for data gathering, screening, and analysis Present findings clearly, adapting depth and complexity to a non-analyst principal audience
Qualifications
Bachelor’s degree in Finance, Economics, Business, or a related field (Masters Degree is a plus) CFA Charter (or substantial progress, e.g. Level II/III passed) strongly preferred Minimum 3+ years’ relevant experience in equity research, portfolio management, or a quantitative/systematic investing role; hedge fund, asset manager, or institutional equities research background is a strong plus Strong financial modeling and valuation skills Working knowledge of the fund ecosystem — mutual funds, ETFs, hedge funds — including basic manager/fund due diligence Product knowledge of structured notes / structured products — e.g. FCNs, Phoenix autocallables, step-down notes, accumulators/decumulators — including payoff mechanics, risk profile, and suitability assessment Exposure to quantitative/systematic investing concepts: factor models, backtesting, portfolio optimization Advanced Excel; familiarity with Bloomberg, Capital IQ, Fact Set, or similar platforms Excellent written and verbal English communication
Personal Attributes
Self-directed, comfortable without large team infrastructure (single/multi-family office context) High intellectual curiosity and analytical rigor High integrity and discretion handling sensitive principal/portfolio information Strong ownership mentality — flags risks/opportunities proactively Able to translate institutional-grade process into a lean, fast-moving environment