02. Senior Quantitative Portfolio Manager

Abc Arbitrage; Paris; Sur place; EUR 60 000 - 120 000; Plein temps

Avantages offerts par ce poste

Flexible Remote Work Agreement

Collaborative Work Environment

State-of-the-Art Technology Platform

Transparent Compensation Package

Work-Life Balance Support

Résumé du poste

An innovative asset management firm seeks experienced Senior Quantitative Portfolio Managers to develop systematic trading strategies. This role offers the chance to work with cutting-edge technology and collaborate with talented teams in a dynamic environment. You'll be responsible for building and managing quantitative portfolios, while also contributing to research initiatives. The company values diversity and promotes a healthy work-life balance, making it an ideal place for professionals passionate about quantitative finance. If you're ready to take on this exciting challenge, we encourage you to apply!

Qualifications

• 5+ years in quantitative strategy development with proven success.
• Strong independence in signal development and risk management.

Responsabilités

• Develop systematic trading strategies with high net Sharpe ratios.
• Manage risk and optimize quantitative portfolios in production.

Connaissances

Quantitative Strategies

Systematic Trading

Risk Management

Statistics

Machine Learning

Object-Oriented Programming

Formation

Scientific Higher Education

Outils

Data Analysis Tools

Quantitative Research Platforms

Description du poste

ABC arbitrage Asset Management is an asset manager that develops quantitative and systematic strategies, trading across numerous asset classes and global financial markets. Technology, research, and data are the cornerstones of our business. We distinguish ourselves through a culture based on collaboration, enabling us to deliver strong performance year after year.

Our success is directly built upon the talent of our employees with an average age of 35 and predominantly coming from scientific higher education backgrounds.

Location: Paris, France (district Opéra-Bourse),

Your responsibilities:

We are looking for 2 senior quantitative portfolio managers specialised in systematic global macro and fixed income.

As a Senior Quantitative Portfolio Manager, your responsibilities include:

• Developing systematic trading strategies that exploit robust predictive signals generating significant revenues with a realised net Sharpe ratio > 1.
• Building, optimising and managing the risk of a quantitative portfolio in production.
• Managing your projects in direct interaction with quant traders, developers and operations team as well as the investment committee.
• Managing relations with the sales and investors relationship department.
• Contributing to various research and development initiatives.

Your Skillset:

• At least 5 years of experience building quantitative and systematic strategies with a verifiable track record.
• Independent in signal development and overseeing research projects as well as portfolio risk management.
• Broad quantitative culture and good understanding of statistics, machine learning and object-oriented programming.
• Result-oriented practical thinker.

This offer describes the ideal profile. If you don't have all the skills listed but think you're up to the challenge, don't hesitate to apply!

Our commitment:

• A transparent and attractive compensation package.
• Autonomy to build your strategies with collaborative support from our quant traders and IT teams.
• Access to our flexible and state-of-the-art technology platform (research, data, execution, monitoring, risk management).
• A collaborative work environment fostering the sharing of ideas.
• A work-life balance supported by a flexible remote work agreement.

Our commitment to diversity and inclusion is a priority. We strive to create an inclusive working environment, conducive to the fulfillment of each individual, while ensuring a harmonious balance between professional and personal life. Our policies in favor of gender equality and people with disabilities are at the heart of our approach.