Book Portfolio Manager

WorldQuant; Paris; On-site; EUR 120,000 - 190,000; Full time

Benefits offered by this job

Alpha pool access

Data and research datasets

Mentorship and collaboration

Job summary

WorldQuant in Paris seeks a Book Portfolio Manager to develop systematic strategies and manage quantitative investment portfolios across asset classes, including equities, futures, currencies, and options. You will apply Python and C++ programming to build predictive signals, contribute to firm-wide research, and collaborate with a multi-regional trading team, with transparent compensation and mentorship.

The role offers access to datasets and AI/ML initiatives, with opportunities to shape

Qualifications

• 2+ years’ experience in developing systematic strategies with a verifiable track record of positive PnL and Sharpe.
• Strong programming skills in mainstream quant languages, such as Python and C++.

Responsibilities

• Develop systematic strategies that exploit predictive signals across asset classes (equities, futures, currencies, options).
• Lead, manage and grow a quantitative investment portfolio.
• Contribute to broader firm research and strategic initiatives.

Skills

Quantitative portfolio management

Programming in Python and C++

Tools

Python

C++

Job description

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.

Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.

The Role:

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Lead, manage and grow quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

What You’ll Bring:

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++

The Book Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Opportunities to contribute to other research and strategy initiatives
• Access to WorldQuant’s alpha pool, portfolio management tools and innovative technology platforms
• Access to a deep and broad menu of datasets supported by a dedicated data team
• State-of-the-art cross asset execution led by a multi-regional trading team
• Participation in internal research conferences and forums
• Autonomy to build your own strategies along with several opportunities for collaboration and mentorship
• Access to cutting edge AI and Machine Learning efforts in financial markets

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WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.