Junior Quant Researcher — Data-Driven Trading & Strategy Dev

Anson McCade; Paris; Sur place; EUR 40 000 - 56 000; Plein temps

Résumé du poste

Anson McCade is seeking a Junior/Entry Level Quantitative Researcher for a systematic quant hedge fund. The role covers the full lifecycle from data preprocessing to implementation and monitoring, collaborating with fellow researchers, developers and traders.

Ideal candidates hold a Master’s or PhD in mathematics, physics, CS or engineering, with strong coding skills in Python, C++, Java or MATLAB and some finance exposure. A collaborative, data-driven environment is emphasized.

Qualifications

• Master's or PhD in a numerate field (Math/Physics/CS/Engineering).
• Excellent coding ability in at least one language (Python, C++, Java, MATLAB).
• Finance knowledge from studies/internships/pro work.
• Strong attention to detail and ability to work in a team.

Responsabilités

• Involvement in end-to-end strategy development from data analysis to backtesting and implementation.
• Apply quantitative methods to analyze market patterns and identify tradeable opportunities.
• Collaborate with researchers, developers and traders to collect data and optimise systematic strategies.

Connaissances

Python

C++

Java

MATLAB

Attention to detail

Collaboration

Formation

Master's or PhD in Mathematics/Physics/CS/Engineering

Description du poste

Anson McCade is seeking a Junior/Entry Level Quantitative Researcher for a systematic quant hedge fund. The role covers the full lifecycle from data preprocessing to implementation and monitoring, collaborating with fellow researchers, developers and traders.

Ideal candidates hold a Master’s or PhD in mathematics, physics, CS or engineering, with strong coding skills in Python, C++, Java or MATLAB and some finance exposure. A collaborative, data-driven environment is emphasized.