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
Vos missions principales :- Contribute to alpha research, signal development, and the evaluation of new investment ideas,
- Conduct backtesting, sensitivity analyses, stress tests, performance attribution,
- Help develop 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
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, systematic or index product management in a buy-side or hedge fund environment,
- A solid understanding of equity markets, long/short strategies, risk factors, portfolio optimization, and performance attribution,
- Excellent command of Python; familiarity with 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),
- 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 player,
- Fluent in French and English (working languages).
Job details
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