Job offer
Quantitative investment managers
BCV is seeking a Quantitative Investment Manager with a master’s degree or PhD and 1–3 years of experience to develop quantitative strategies and manage portfolios. The ideal candidate has strong Python skills, a deep understanding of financial markets, and is fluent in English and French.
Vos missions principales
- Contribute to alpha research, signal development, and the evaluation of new investment ideas
- Conduct backtesting, sensitivity analysis, stress testing, and performance attribution
- Contribute to the development of systematic investment products across various asset classes, as well as risk monitoring and management tools
- Manage quantitative portfolios in accordance with defined quantitative strategies, models, and risk profiles
Votre profil
- Master's or PhD in finance, financial engineering, physics, or mathematics; CFA certification is a plus
- 1 to 3 years of experience in quantitative research, systemic or index-based product management in a buy-side or hedge fund environment
- A good understanding of index markets, long/short strategies, risk factors, portfolio optimization, and performance attribution
- Excellent command of Python; knowledge of MATLAB is a plus
- Ability to learn new IT tools (libraries, frameworks), use them, and contribute to them from time to time within a modern workflow (Git/GitLab, CI/CD)
- Familiarity with pandas, NumPy, SciPy, scikit-learn, Jupyter, financial databases, Bloomberg, or equivalent tools
- Analytical mind, attention to detail, independence, and the ability to communicate clearly; excellent team player
- Fluency in French and English (English will be the primary language used within the team)
Job details
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