Job offer
Quantitative Investment Managers
The Quantitative Investment Manager is responsible for developing and implementing quantitative investment strategies, including research, backtesting, and risk management. The ideal candidate holds a master’s or PhD degree in finance or a related field and has 1–3 years of experience in quantitative research or portfolio management.
Tasks
- 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
Requirements
- 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, product management, or index funds in a buy-side or hedge fund environment
- Strong knowledge of stock markets, long/short strategies, risk factors, portfolio programming, and performance analysis
- Excellent knowledge of Python; familiarity with MATLAB is a plus
- Ability to learn and use new computer tools (libraries, frameworks) and occasionally contribute to them within a modern workflow (Git/GitLab, CI/CD)
- Experience 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 spirit
- Fluent in French and English (working languages)
Job details
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